Depends on what size UTXOs you are ending up with on the other side of the coin-join. Having some in the 1m sat range, and others in 2.5m and 5m sat ranges is probably fine. You don't want a bunch of dust UTXOs, to be sure, but those would be plenty big enough for long-term storage.

I have never used Wasabi's sweep feature. It would be useless if it consolidates all your coin-join UTXOs into a single UTXO, but strongly doubt that is what it does.