If the knife is to be a user, I wouldn't worry about it.
If, at some later time, you notice corrosion issues in / around the pits, that might be a better reason to sand or grind them out. Sometimes pits in a blade tend to collect & hold moisture and other contaminants that accelerate rust. But again, if the knife is a user and you're in the habit of cleaning the blade regularly and not neglecting it, the corrosion issues shouldn't be much of a concern. Things like that tend to only get out of hand if the blade isn't kept clean or dry for a length of time and the knife is kept out of use or out of sight. If mill scaling is the issue, the black oxide left behind might offer some protection anyway, against rust. But just watch it for awhile, to see if any red/brown rusting becomes apparent in the pits. Look for that under BRIGHT light, to see the color, if it's there.
It's usually not worth doing any heavy grinding or sanding on a blade UNLESS you're deliberately wanting to alter the overall finish or the geometry of the blade. Otherwise, for what might only be a minor cosmetic spot fix, sometimes sanding itself will alter the finish in ways you don't want it to.
