I don't have to, but I've got terrible memory and as such I often forget what I want for what pages. As you can sort of tell, none of it is particularly detailed. Part of the reason why is that Flash's drawing system doesn't really allow for nice sketching that something like Photoshop and SAI do. The other part is just I want to block it out, give myself room for speech bubbles, actions, panel layouts, etc, so that when it comes time to pose all the puppets and such, all the leg work is done before hand so I can just pose without a care. It even often changes up a lot, like I might like a certain facial expression more than the one I sketched, and Flash does allow me to make those changes at a lightning pace.
So yeah, it's all just very basic 3 circle ponies, often without manes/tails (the source material tells me which horse is talking), done as quick as possible to get it all out and done so I can move on to the next page, and hopefully start in earnest soon.