Yes all halichoeres wrasses sleep in the sand, melanarus and yellow coris being two of them. So do all macropharyngodon (leopards) and anampses (tamarins, lennardi, black back/china, etc). Fairy and flasher wrasses do not. They sleep in the rocks in mucous cocoons.
Now, do sand dwelling wrasses "need" sand in qt? The answer is no but I would definitely add it. It will reduce stress and possibly prevent mouth injuries from hitting the glass if they try to dive into the "sand" that's isnt there, which tends to happen.
The reason some people choose not to use sand in qt is because sometimes the fish will hide in the sand for extended periods of time when stressed (days or weeks) which can make it difficult to get them onto prepared foods in a timely fashion. Some of the wrasses I mentioned (specifically leopards and anampses) can sometimes be difficult to get on prepared foods in general and end up parishing. Sand may also absorb some medication like copper so you just have to ramp/test cautiously and account for that if you end up using it.
I personally think it is much riskier to not have sand and I have qtd all my sand dwelling wrasses with a pyrex baking dish of about 2-3" of "fiji pink" sand. The grain size has to be pretty small (not oolite small but definitely not rubble) to prevent injury to the fish when burying. What sand do you have?