As the old saying goes, "it's better to be safe than sorry".
You do not know where the clothes have been stored, sometimes they've been
stored near dirt, filthy conditions, and toxic chemicals which can poison you through the skin, so it is better to wash them.
Also washing them removes excess dyes which can irritate the skin too.
As well who knows how many times they been on the floor during the
manufacturing process, what chemicals been used, where they been stored before
being packed and if other people tried them before I bought them. Some skin
conditions are always contagious just by clothes contact, like skin fungus.
Hence, as a rule of thumb, washing new clothes before you wear them is
probably a good idea. It will not only remove any possible chemicals, but also
remove dye that could come off on your skin. Babies especially have very
sensitive skin so laundering the clothes before they wear them is highly
recommended. If an item of clothing has dye that may run, it is usually
recommended to launder it separately. Comfort is another reason that new clothes
should be laundered.
Remember "better safe than sorry". Buy, Wash, then Wear!