lots of options on this one - will you be leaving the applique raw edge or stitching it by hand or machine? The advantage of pre-washing for an applique project is that by removing the sizing, the bonding material adheres better to the fabric. If you're stitching it down anyway after, the amount of bonding isn't too big of an issue since the stitching will hold the piece in place. If you think that the piece will ever be washed, be aware that NOT pre-washing will result in some shrinkage..a carefully bonded should not pucker up, but you never no (all cotton fabrics will shrink some.
If you plan to fuse only with no stitching of any kind, use the bonding agent for non-sewing projects, in which case I'd for sure pre-wash so that the bonding will be as permanent as possible.
So, you see, there really is not one single answer to your question...