It doesn't seem necessary to sift when adding to an outdoor garden since it will decompose over time. For indoor growing, I don't know why you would want the un-composted wood pieces in your pots.It's not absolutely necessary, but I do for a few reasons. Keeping out the bigger uncomposted stuff being one. But I also have multiple worm bins so sifting out the worms and coccons that I can helps me add to population in bins. I still end up with a ton of worms going into my beds and pots.
I usually have enough that some gets topped, some gets brewed, some goes to worms and some gets saved for future use.It doesn't seem necessary to sift when adding to an outdoor garden since it will decompose over time. For indoor growing, I don't know why you would want the un-composted wood pieces in your pots.