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You don't have to remove them if you don't want to but it would be a good idea to check for runout. If you don't know how to do that a good brake shop should.
When the bearings wear the wheel...wobbles...and that's runout. That can lead to a lot of problems including pitting inside the brake caliper's pistons, and excess air being sucked into the lines.
It's just a good idea to check...plus you'll know how good the condition of your wheel bearings is.