I mill and fill the mash tun outside, so dust is not an issue. I also underlet the grist in the mash tun, it creates no dust.It may have another advantage too but im not sure what since Ive never tried it.
The only time I conditioned grain I ended up with a lot of starchy goo stuck to the knurled rollers when all was done. Was a bit of a chore to get it off. The milled grist visually didn't look any better than without conditioning. Haven't repeated it since.