In the early days of integrated circuits (and semiconductors in general), sockets were used so the part could be changed easily. This was also true with vacuum tubes prior to the solid state age. (Anyone else remember those days?)
With the early personal computers we used ram chips by the dozen and they frequently failed. When trouble shooting, it was quick to run your finger over a bank of ram to determine the hot one. Frequently when that one was changed out it would solve the problem.
During those days it was also a good idea to leave equipment turned on since the heating and cooling cycle could cause integrated circuits to climb out of their sockets causing hard to find connection problems.
Due to the high reliability of today's devices you rarely see sockets used in commercial devices. Even with high quality kits such as those from Elecraft you rarely see sockets.
When used, sockets of the best quality that hold the device securely are the best option. The cheap ones that just have friction clips along the sides of the pins are a poor gamble. With digital devices, any poor connection can generate static that can seem like on/off pulses.