You should only score hot dogs before grilling the hot dogs if you want to or need to reduce the fat content in the hot dogs.
However if you want to retain the fat and flavor of the hot dogs you should never score the hot dogs or cut them before grilling or cooking them.
Scoring the hot dogs or cutting the hot dogs down the middle allows the fat and juices to flow out of the hot dogs which reduces the flavor.
Professional Chefs do not recommend cutting or score hot dogs before cooking them so I would not recommend cutting the hot dogs, scoring them or poking holes in the hot dogs before grilling them.
That is unless you want to reduce the fat content in them.