Sanding Painted Wall Advice Needed

[B-Stealth]

I'm currently repainting walls of my house and I was advised to sand the walls because my primer coat didn't go as planned.

(Long story but I used incorrect roller for primer which laid down the worst paint/primer job I have ever laid eyes on, the coverage is inconsistent and has too much texture. After priming I'm using Sherwin Williams Duration Satin Finish)

Soo I have the room sealed up, with exhaust fan ready and I'm about to sand away.

How many of y'all sand painted walls before painting? (not including drywall repairs) I think it will defiantly improve the final product but it's going to be a mess.

I'm looking into wall and ceiling sanders with suction for future projects and wondering how well they perform; how much dust is actually caught?

BTW- Sherwan Williams in Lake Charles is having a big sale tomorrow, so the super expensive paint is now affordable.

Thanks in advance for any tips or advice.