If they are a threat or combative then yes sedate them.
My company has the mental health contract for the county we are in, I transport psychiatric transfers and emergencies everyday I work, sometimes 2 to 4 a day, unfortunately, and In my 8 years at this company only about 20 have been sedated which is a very small number.
Depends on the patient, Ive learned that some hospitals blow it out of proportion, many many times they have said the patient is "combative, blah,blah,blah" and when I get them for transport there okay or "tolerable".
90% of them can walk and act better then most of us and just need "attention" and get 3 free days at a psych evaluation hospital/clinic and need no sedation at all, no reason for it.