Isn't the USE a triplex assembly or something similar that is already factory twisted?
If not, I can't say that I've ever pulled individual USE conductors before, but I think the twisting is more so that it can be considered a cable assembly and for installation convenience.
Years ago, where I worked at the time, it was common to direct bury individual service conductors and we never had any issues with not twisting the conductors in the trenches, although we did basically lay them right on top of one another anyway.
I couldn't see where it would hurt to twist them though if you wanted.
