Another reason you want to vacuum the substrate, regardless of what kind it is, is that fish poo will still be left on top of it. Cories are pretty sensitive to that sort of thing, and debris of that kind can damage them if it is left around to rot.
Make sure you stir your sand too, because debris that does get trapped in the sand will rot there and cause pockets of gas. If a cory disturbs one, it gets a blast of gas to the face that can destroy his barbels. They can get infected and it may eventually kill the cory.