You don't have too soak corn on the cob before grilling but it's always a good idea to soak the corn on the cob for at least 30 to 60 minutes before grilling because soaking the corn on the cob helps draw extra moisture into the corn which softens the husks to make them easier to work with.
So you don't have to soak the corn on the cob prior to grilling however it's best too as it makes it easier to cook.
Parboiling the corn on the cob for 4 minutes should also be done prior to placing them on the grill and cooking them for 20 minutes or until the corn on the cob is softened and golden brown in spots.