No need to winnow seed. Big scale farmers like to winnow since the chaff can clog up fancy planting machines. People who
sell seed clean and winnow it because the average buyer prefers clean seed - it seems more professional, even when there is no benefit (and some people sell seed by weight, so it is honest to remove filler materials).
A few types of seeds
should be cleaned as the pulp around it contains things that slow germination. For some plants, the seed might need to be stratified (put in slightly moist peat and stored at cold temperatures to break dormancy). But for the most part, as long as the seed is not molding, things are good.