I can speak to clownfish knowledgeably, I would assume it is the same with all fish. A wild caught clownfish has a 100% probability of having a internal parasites or some other pathogen. All wild caught clownfish should be treated before adding to an aquarium. They have a resistance is all, and fish as in humans, stress depresses the animals immune system so they are more susceptible to disease
Tank raised clownfish on the other hand are free of most of these diseases. They do not have acquired resistance to some of these diseases, and may not be able to deal with it if they catch it. So any fish to be put in the same tank as a tank raised fish had better be disease free.
So yes, QT is a must and my LFS has a QT too. Corals get QT too. Very few things, like anemones, I do not QT