Yes, you should par cook your sausage if you are making a flat pizza that will cook in 10 minutes or less. If you are making a Chicago-style pizza that will be in the oven for 20 minutes or more, you can put it on raw if it is on top of the pie and if it is broken into small pieces. Even then, you can par cook it, crumble it and it will be easier to handle and will not be over cooked.
Pepperoni and other cured sausages are not par-cooked because they are so thin. But if you want you can nuke them on paper towels for 20 seconds to leach out some of the grease, if you want.