My kitchen had textured walls and ceilings. I've skim-coated, sanded, primed, and painted the walls and they look great. For the ceiling, I'd like to avoid the mess (and health risks) of sanding before I prime and paint. Since this is a ceiling, and not a wall I'm going to be seeing all the time, do I really need to sand it? Or will it be good enough if it's skimmed really well? It's already a world of difference just having a non-textured, skimmed ceiling!
It depends on what you are willing to accept. Kitchens are often painted with a sheen, which will highlight any imperfections. The visibility of imperfections also depends on the lighting.
Even the most skilled plasterer is bound to have left a bump, wrinkle, holiday, or ripple somewhere. If you can live with being occasionally reminded that you skipped sanding, go ahead and prime and paint.
You can get a shop vac attachment that will hold the sandpaper/wire mesh and vacuum the dust at the same time. I watched my dad sand our old ceiling by hand and it looked brutal. Saw someone on a job site using the attachment and it went way faster, and looked a lot better. My personal opinion is that is is worth the time to sand it.