Are you using carbon steel for the pipeline? For sweet service you would probably only consider corrosion probes if you were expecting the gas to be wet and containing CO2 or chlorides as Hush said. There is also a cost element, it's much cheaper to include corrosion probes at the design stage than retrofit the fittings and intrinsically safe wiring. So if the service life is likely to be extended or there is uncertainty about the service, corrosion probes can provide an excellent history.
You could also use dewpoint monitoring to determine whether you have the free water for corrosion, although I have heard of that not working very accurately.
Out of interest what type of corrosion probes have been specified?