Should nonce be sanitized?

Sanitizing is required when you are inserting user input into Database or outputting it in HTML etc. Here, you are simply doing a String comparison.

wp_verify_nonce function checks $nonce value like this:

if ( hash_equals( $expected, $nonce ) ) {
    return 1;
}

For this you don’t need sanitizing. So the following is fine:

wp_verify_nonce( $_GET['some_nonce'], 'some_nonce' );