There are folks who QT everything and anything that goes into their systems and this does make some sense. That said, a lot of folks just quarantine fish.
Not sure the rinsing thing is really worth it unless you see something obvious that you're trying to remove. I don't really know to be honest.
I always say your best bet is to quarantine. If you're conscientious, are interested in keeping animals alive and thriving, and don't want to throw good money after bad, then quarantine.
I was thinking on the lines of minimising parasites in the water from the lfs or wherever you get your inverts from. For example even though inverts are not affected by ich, if the water they came in with had it, would lead me to deduce that it was possible to contaminate the main aquarium with ich.
I haven't done it yet, but I think it would be useful to :
1) Test the invert's source water (A) for pH, temp and salinity
2) Match as close as possible the conditions (B)
3) Totally drain and dispose of the original water (A)
4) Rinse inverts in (B)
5) Start adding main tank water (C) into (B)
6) Leave (B) for a few hours for the temp to match (C)
7) Transfer newcomers into main aquarium (C)
It sounds a lot more complicated than it actually is...
I'm thinking of doing the above to some snails and crabs.
It's commendable and definitely the safest route to go. I don't think many people are as diligent as you since it is time consuming. Still, if you've got the patience, it's not a bad practice to maintain.
Most inverts will do fine if you have the salinity well matched. It's osmosis shock that really gets to these critters that lack efficient osmoregulation.