The only places I've dry fitted is stuff like the last downturn of piping from the overflow into the sump. So basically if it failed should still dump in sump but can remove for breakdown or access easier. Returns especially which are seeing a tiny bit of pressure should be glue/clamped.
I'd be nervous about my overflow piping into the bulkhead just being dry fitted... forget a leak, imagine that just one day plopping out.