please clarify if this is incorrect... but my understanding is that coinjoinining a utxo prior to opening a lightning channel with it is important (or at least can be).

this is because the receiver of the funds (on lightning) can look and see the 'opening channel transaction' originally used to create the 'sending' lightning channel. Other lightning users unrelated to the transaction cannot see anything going on as there is no 'public ledger' of lightning. however the receiver of the lightning funds can see the onchain transaction associated with the sending channel - the 'channel opening' transaction and therefore those 'utxos' have a history. in that way lightning is an improvement to privacy, but not a silver bullet. (that's my understanding)