I work in a pro kitchen , we cook 10 Kg of sausages every morning just for breakfast. We never prick them, nor would any chef . As said, pricking them lets the juices out and they are too dry and lose flavour.
Pricking sausages was an idea from WW2 when 'ration' sausages tended to burst open due to the poor quality ingredients with added water. 'Bangers' to describe sausages is also from the war years as when the sausages burst it could make a noise like a small 'bang'.
Only the M&S Great British Bangers. They have to be pricked or they do "bang". I use a sharp pointed paring knife though as a fork ruins them. They are never dry or lacking in flavour whether grilled or done in the oven and make the best toad in the hole ever. They are 72% outdoor bred pork and are not made with poor ingredients despite being "bangers".
//This dates back to before the Second World War, when meat was scarce. Butchers had to bulk sausages out with whatever was available – rusk, cereals and especially the cheapest of all, water. Now, we all know what happens when water mixes with hot oil – it crackles and spits like an angry cat. So if you didn’t prick the sausages with a fork before you put them in the pan, they tended to explode with a loud BANG!//
This suggests that bangers was from WW1 which makes sense.
//After the outbreak of World War I, food shortages led to a dramatic reduction of meat, of any sort, in sausages.
Instead, producers packed them out with scraps, cereal and water, which caused them to pop and hiss when cooked on shovels over open fires in the trenches of northern Europe — hence ‘bangers//’