That's a much better general principle, but oftentimes you have to use third-party software which you're not sure is safe. A checklist gives you a bunch of tests that you can quickly run to see if the developers were paying attention to XSS issues or not. You can decide whether or not to use the library based on the results.

Spez said recently that over half of Reddit's XSS issues were caused by Markdown. It's not unusual for websites to require 3rd-party forums or comment engines or skinning systems, too.