ESD protection devices - necessary for MCUs?
I put similar parts on the signals that leave the board, such as UART, Ethernet, digital I/O.  For intra-board signals, don't worry about it.

About the internal diodes: There's a limit of what the diode will take.  The internal diodes will be OK with normal handling.  The external diodes will protect against larger "shag carpet in the dead of winter" static shocks.