My horses get shredded beet pulp mixed in with their grain. While I don't soak it, I don't feed it dry either.
I moisten it with ACV and water, let is sit while I mix the rest of the feed and get hay ready to go and then mix it in. I've never had any adverse effects to the beet pulp shreds being fed without being soaked and my vet saw no issue with it either.
Before I started them on beet pulp shreds, I talked to a lot of different people and heard a lot of different things. I think a lot of that might come from the cattle show world, honestly. Its a supposed "trick" to feed cattle a bunch of dry and slightly moistened beet pulp and then encourage them to drink to get a "good fill" on them. I don't believe it does anything that giving them a bunch of hay in small quantities and watering them before your class can't do, but some people go crazy over this.