the KOH/NaOH is there to protect the pump from volatile acidic fumes, like HCl, TFA etc. If these get into the oil of your pump, its in big trouble. I don't specifically dry my lines going into the pump either, the liquid N2 trap does that.
Some people do put drierite or silica beads in-line on their inert gas line however. Again not me, i think it does more harm than good.