Should I rinse the flax seeds after soaking them when making flax milk?
You should rinse them as if you were rinsing off rice. This allows you to remove the dust from storage and transport (may just be flax dust, may not...who knows?). Also, it allows you to do a final visual check and remove any big things (bits of stick, or staff) that may have made it through processing.

I don't have any sources to cite except personal experience working for Cargill in Uni. as well as making my own ground flax seed (can't rinse for a dry good but I did restrain it), soy milk and making these products as well as my work experience allowed me to see what can make it through filtration.