Sure, if it was up to me, I would start hyposalinity on the main tank immediately, acclimate the seahorses to those conditions when they arrive, and introduce them directly into the main tank. Seahorses tolerate full-strength hyposalinity or osmotic shock therapy very well, and I think introducing them to your main tank at hyposalinity will be easier on them in much less stressful than trying to maintain water quality in an uncycled quarantine tank.
But that may not necessarily be the best option for you, ecogirl, or for the specimens that are already in the main tank. For example, to be successful, hyposalinity or OST depends on being able to measure your specific gravity accurately and to maintain it at the prescribed salinities throughout the treatment period. If you will be relying on a simple swing-arm hydrometer to regulate your specific gravity, then OST may not be the best choice for you. Or if your main tank houses delicate corals, decorative shrimp, and sensitive snails, you might want to consider something other than hyposalinity for treating your display tank. So the best treatment option in your case depends on your equipment, your abilities, and the types of specimens that you already have that may be put at risk by full-strength hyposalinity.
Best of luck treating your tank of Cryptocaryon, ecogirl!