Any rocket bound for Earth orbit will use some kind of gravity turn; orbit requires a lot of horizontal speed.
Interplanetary missions (almost?) always enter parking orbit around Earth before leaving for their destination (this allows them much more flexibility in launch timing). Thus they will use gravity turns.
I think you’re slightly misunderstanding the Apollo question you mention; the launcher rolls (rotates around its long axis) to a certain attitude for the convenience of the crew and to simplify the guidance program, but gravity turn is a pitch (tilting downward from vertical) maneuver not related to that.
Sounding rockets which are not trying to orbit go more nearly straight up. For the same amount of rocket, you can reach much higher altitude by going straight up, at the cost of immediately coming back down to Earth.