I mash off at 170°F, transfer to lauter tun, and sparge at 170°F. I have tried skipping the mash off and got significantly lower yield, probably because the temperature drop in the transfer increases viscosity, and despite the sparge temperature the goods never warm up enough again, I suppose. I guess if you're using a single vessel the sparge will raise the temperature sufficiently to maintain good flow and diffusion of extract. So yeah, YMMV.