I would say no because using sockets in a harsh environment seems like bad practice to begin with. I would use contact lubricant at like the MG Chemicals Super Contact Cleaner with PPE. The PPE part is important because that's the sealing lubricant part.
Applying conformal coating to the chips after they're plugged into the sockets essentially makes the installation permanent, in which case you might as well do away with the socket and just conformal coat.
Furthermore, with silicone conformal coating, any air gaps underneath the coating (and there will be air gaps in something like a socket) will allow moisture to collect and not escape. Silicone conformal coating does offer protection against moisture but since it is slightly permeable, any air gaps will result in water collection.
"One key point here to remark is that silicone coatings exhibit high water vapor permeability, combined with excellent water repellency. In terms of protection, this is the ideal scenario, as on one hand silicones are assisting the easy elimination of surface moisture on the substrate after application. On the other hand they protect the surface from any liquid water ingress."
That snippet portrays high permeability as a positive, though other articles portray it as a negative. It's definitely a negative though if you have air bubbles.