Good one Tom!
I am big on quarantining everything, so my official response is "of course QT them!". Even if the snails themselves are reasonably clean (no obvious parasites / problems), the water they came in could be harboring issues.
While I probably wouldn't dip them, I would qt them for a day or two for observation and to give them a chance to expel the contents of their intestines in water that isn't going in to your main tank. It would also give them a chance to adjust to your water and in case that wasn't successful you wouldn't be introducing anything to your main tank which was going to die right away.