There's two cases to be considered:
- You use ordinary 24-bit, or even 16-bit (integer) source files. Never mind quantisation here, it doesn't happen because 32-bit floats use a 24-bit significand, i.e. this is lossless without dither.
- You use 32-bit or 48-bit integer, 64-bit float, or DSD source files. In this case there will indeed be quantisation when going to 32-bit. But unlike with 24-to-16 integer conversion, the quantisation-noise has no absolute level, but scales with the signal. Now, even for the pretty lousy 16 bits without dithering, the quantisation noise is pretty hard to discern for a full-scale signal and only becomes obvious in quieter passages. With 32-bit float, the situation is basically that you always have a perfectly gain-normalised 24-bit signal, even in passages of silence. Perhaps you could come up with contrived signals that would expose audible quantisation in 32-bit float, but it would probably need generous amounts of infrasound / DC bias. I suspect nobody is actually able to hear the quantisation artifacts from converting a real-world audio file, say, 48-bit integer, to 32-bit float.
That said, even if you remain doubtful it gets less relevant as DAWs proceed to switch to all-64-bit float. That uses a 53-bit significand, so quantisation noise is always 318 dB below the signal level. Nobody can seriously claim to be able to hear that!
To answer the question: no, you shouldn't offline convert to 32-bit float, it just wastes hard drive space and -performance. (It saves a little bit in conversion, but without dither that's a single-cycle CPU instruction and even with simple dither – no noise-shaping – it's not really an issue.)