Well the fact that you don't know who or what was handling it before you received it is reason enough for me.
It can't hurt anything. I have never sanitized any razor I have and I only use vintage Gillettes. I've never been a germaphobe and the 5 second rule turns into the 60 second rule for me.
While like @Ryan B I'm also not a germaphobe either and I also tend to stretch the 5 second rule. That said I always wash(Dawn detergent, water and maybe a bit of scrubbing bubbles) everything new or used first time out the gate. I'm not sure if that counts as sanitizing?
I sanitize all my razors for my peace of mind. It's cheap and easy, so why not? This topic gets a ton of discussion on the shaving forums, and it boils down to YMMV. Be careful applying the five-second rule. You can't trust a germ to follow rules!
New or used every razor (and a used synthetic brush I purchased) gets dropped in barbicide for 10 minutes....if nothing else piece of mind....