This is a complex question for many reasons. To some extend it depends a lot on the pest we are talking about, the corals we are talking about, and the tanks we are talking about.
Early in the set up of a tank I think it is of value to get a wide variety of organisms into a tank, biodiversity. This is to an extent what live rock and sand are all about. Later, when you are satisfied with your biodiversity, and are just accumulating specimens of this or that, you might not want anything else introduced WITH the specimens, but you might.
So...let's suppose this poll shows that everyone thinks it should be the upstream guys (wholesalers and retailers) job to 'clean the corals up'. What corals, and what pests? Where do you draw the line. Some might freak out about Aiptasia, some about Majanos.
Also, how would the shops and wholesalers clean the corals up? Let's suppose we were talking about the Acropora eating flatworms. If the shops and wholesalers dipped all the corals (Acropora only) for 6 hours in Levamisole, we would certainly have fewer problems, but I'd be willing to bet the stress of that bath soon after, or before shipping would mean a lot fewer corals survived shipment. The corals also often loose color after a dip. Shipping does all kinds of weird things, sometimes making corals look brighter because they have lost their zoxanthellae. The chemical dip would likely kill everything other than the coral, that means no hitchhikers that might be cool...Acropora symbiotic crabs would all be toast. Because there is the risk that other corals might have a stray flatworm on them, should ALL corals (even corals of other Genera) be dipped? More losses, and more losses of cool hitchhikers you might want.
The risk of introduction of a parasite into a tank will vary a lot depending upon what type of tank it's going into as well. If it's my first Acropora, it's not the end of the world if it comes in with a parasite, the parasite consumes the coral, the coral dies, and then the parasite dies for lack of a host. If however, I were to get a similar parasite into my 400 Gallon tank with dozens of species/color morphs of Acro I'd be bumming.
I think it makes sense for everyone to be a bit vigil. The wholesalers should try and make sure that the parasites don't become entrenched in their holding systems (maybe have some natural predators in there) and end up infecting every coral that come though. The shops should also watch carefully, and do what they can to control the parasites in their systems, and possibly also educate the hobbyists. Hobbyists will have to be the last line of defense. They need to make decisions based upon their vunerability and risk of introduction of various parasites. Hobbyists will ned to treat, and/or quarantine corals they obtain.