Hi, @diegorpd
Thanks a lot for your patience.
I hope you are well. Answering your first question, the concerns are that you can create bubbles into de component by not baking it before reflow, and your component can be damaged. Regarding your second question, it is highly recommended to bake it before hand soldering too, for the same reason of moisture inside the component.
Please let me know if you have more questions.
Best regards.
Pablo Avalos.