Yup always best to double check if you can. You would absolutely hate to have *not* checked and then show up one day to a mare/filly down that you did not *know* was pregnant who had ran into complications giving birth. That would be the most heart-sickening thing to drive up to since you are not with them regularly.
** caveat - I have *had* some mares not pregnacy checked - but I stood my own stallion and /knew/ when they were potentially bred and watched for signs of coming back into season. But both mares that were /not/ checked had me on edge all the way until they foaled safely ~ and that includes the one that foaled last week and she had an absolute panic attack about the vet even trying to pet her that we opted to pass on verifying her. But man was I stressing until she foaled safely, once she was showing signs of being close I had 3 hours of sleep for 2 nights and then only a single hour the night she foaled being up checking her regularly. The other mare that got "skipped" on an ultrasound check, was actually palpated and confirmed pregnant (in 2011)...but we missed twins until she foaled (2012), and THAT was a scary thing to deal with when they were born.