You don't have to do that every water change but you should do it at least every couple of months. This is where i get lazy cause i have a lot of rocks. And sometimes its good to move the rocks around so the fish don't become so territorial. Don't worry they'll find new favorite spots.
It's not something I do on a normal schedule but then my tanks are pretty active with breeding and moving fish around. I move some rocks and clean under them and find they do collect a lot of debris under them. Does it hurt to leave it there? Seems that if left there for long enough to get a large amount of grunge collected--- it might. The whole idea of vacing is too make it look better but also to keep debris collected so that it doesn't overload the filtering. To me the question becomes whether the filtering can keep up with the bio-load if I let a large amount of debris gather under the rocks. If it stays there long enough to begin to smell and be a septic area, that's bad. If it is only a matter of it being there and the filtering is keeping the water in good shape, I don't worry about it.
Some use a turkey baster or battery filling squeeze bulb to shoot water in and around rocks. That brings the dirt out where you can get to it. I have a hose to refill tanks and each time I do, I flush the dirt out. I leave it for next time as my tanks are for breeding more than show. In theory, one could swish the dirt out and then vac to get a higher percentage of it.
I haven't yet but I do a 40% water change and when I dump water back in I dump it so it washes out all of the rocks.. Makes a mess ouside of the rocks again but I just get it next time. It seems to be a good cycle.