Before entering into a computational research PhD, should one gain strong coding & software engineering skills?
I think the answer largely depends on what role you are in.

If you are a professor on the graduate admission committee, and/or consider taking Ph.D. students, you are free to set your standards according to your opinions (that I disagree with, but irrelevant here).

If you are a student that is considering applying to a Ph.D. program in that area, or a Ph.D. student that is choosing research area now, I think it is unnecessary to delay the application process/research just to gain software engineer experience. While it is cool to write clean and nice style code, the software engineer skills, while still helpful, are unlikely the main focus in academic research. For the purpose you describe, I believe those skills can be obtained during the time in a Ph.D. program doing related research, and would not be too time consuming.