I would always go back and forth between CAD and sketches as an underlay - each step leads to more detail and refinement.
It’s one thing if you’re trying to rapidly ideate on radically different forms, then CAD doesn’t often make much sense unless you’re limited to certain shapes for technical reasons. But once you have a basic shape down I’d always use screen grabs of the CAD to hash out ideas on different details, textures, color breakups, etc. Certainly not cheating when you’re only really worried about specific pieces of the design.
Also - there is no such thing as “cheating” in design. Every tool when used effectively for the right purpose is good. If your job is to hold water, a shot glass or a swimming pool both meet the requirement. If your job is to get drunk, thats another story.