The lighting outlet needs to be wall-switched in a finished room
NEC 210.70(A)(1) states (sans irrelevant exceptions):
(1) Habitable Rooms. At least one wall switch-controlled
lighting outlet shall be installed in every habitable room
The "wall switch-controlled" part is easy enough: it means that there needs to be a switch on the wall (located as per Article 404 and other criteria) that turns a lighting outlet in the room on and off (it can be a dimmer, smart-switch, or occupancy sensor, provided there is a wall control that can switch the outlet manually).
However, the key here lies in the NEC's definition of the term "outlet", for which we turn to Article 100 (aka the NEC's glossary):
Outlet. A point on the wiring system at which current is
taken to supply utilization equipment.
From this, we can tell that the lighting outlet in question needs to be switched before it ever gets to the utilization equipment (luminaire, in our case). As a result, the built-in switch on the existing luminaires is no good for this job. Besides, making it so that you have wall switches in the conventional places will make everyone happier, especially your houseguests.
If you wish to keep the sconces...
There is a way you can keep the sconces, though -- you can make it so the wall-switched lighting outlet powers a different lighting outlet/light fixture (on the ceiling, preferably, although putting it on another wall will work too). That way, the new fixture becomes the primary source of light for the room, and the sconces can be kept the way they are (save for being mounted to boxes and connected to modern wiring) as accent pieces.