I pre-wash my pre-cuts. They almost never shrink much, if at all. I just don't want the chemicals in them. I do a lot of applique & noticed sometimes the WonderUnder doesn't bond as well if a piece of fabric hasn't been pre-washed. I just put them in on the cold water hand wash cycle with a Tablespoon of Tide Free, then pop them in the dryer on low heat. Since I instruct people who get my quilts to only use cold water & the gentle cycle, followed by low heat in the dryer, I figure there's no need to use warm water to try to get the fabric to shrink more. I don't have any problems with this method.
I think the point of saying "no need to pre-wash" is because they are such small pieces that any shrinking would probably not make a big impact versus using a large background or feature fabric that might have a cut of a yard or more. I've only ever had shrinking issues with pre-cuts with 2 fabrics and they were both from a big box store that shall remain nameless. I still pre-wash my LQS pre-cuts, but not because I'm concerned about shrinkage.