Normally people save up poly count where the can, so leaving those faces unfilled if they are never going to be seen is efficient. That said there are circumstances where they need to be filed. For example you are going to do an animation of an exploding view of your model, each part would have to be model like a real life solid object because you wouldn’t want that part of the gun to have a weird hole. So it’s up to you and your circumstances. I’m a bit OCD about that kind of stuff and I like to work, if I can, as if I’m going to need it for any scenario in the future.