I think they do better left to get on with it by themselves.
I think a lot depends on your garden style and approach to gardening, plus time available. If I potted up every desirable seedling in my large unruly patch I'd never get anything else done.
They're hardy, they'll grow in the garden, maybe not as rapidly, depends on the soil and climate, but you'll have to water them, pot them on (they like deep pots) and do whatever else needs doing .
Mine just grow