Some tubing is more susceptible to rust than others. Columbus Niobium (spirit and life) is amazing tubing, but more rust prone. That and spirit tubes are 0.38mm in the centre. normal lightweight tubing is about0.5mm. old steel quality tubing is a bit thicker 0.6mm. stovepipe is 1mm, even 1.2mm.
I?m doing some tests for a line of steel fatbikes I've been asked to make. the test is quite simple. coat samples of steel tubing and chuck them in a bucket of salted water.
most substances do a decent job,the difference is that some of them are pretty easy to remove, the best ones dry up and form a coat, not just a wet film.
I'd say it's not necessary. But it doesn't hurt, doesn't cost much and it's not a bad idea.
having said that, I can never remember to put it in my personal frames when I build them up.