Generally speaking, those sockets are not used at all during questing. They are almost always saved for end-game unique items that are 'Best in Slot'.
This is (again, generally speaking) almost always after Hell Baal has been killed and the character has moved on to magic finding their dream gear.
So, instead of wasting a socket quest on a 4os polearm to get Insight as early as possible without cubing- a player will generally save it for their Nightwing's Veil so they can put a cold facet or something in it.
There are three types of items that can ONLY be socketed with Lazurk; Unique items, Set items, and Magic items. White items can be socketed with rather affordable cube recipes and Rares can also get a single socket via the cube by sacrificing a Stone of Jordan.
It is worth noting that it isn't a big deal unless you don't mule items. If you use GoMule (or shared stash in D2R) it takes very little effort to just run a character through Normal, transfer over whatever you want socketed, and then send it back via stash.