I've planted many seeds before in my garden without soaking them and they've grown the plants just fine.
However the reason why it's recommended to soak seeds in water before planting or sowing them is because when you soak the seeds it helps the seeds germinate better and faster.
So your plants may grow better and faster if you do soak the seeds before sowing them but I have never soaked seeds in water before planting them.
Never had a problem not soaking the seeds before sowing them but you can soak the seeds if you want too but just don't soak the seeds too long otherwise it will kill off the seeds.