It isn't necessary, but the plants look nicer if you do. Up to you, whether you think the effort is worthwhile for the improvement in appearance. I don't usually bother.
Actually, pinching the dead flowers, will make the bud/side shoot to grow quickly. When you pinch the dead flowers you are giving more sun-light on those buds, and therefore, leaf growth will appear fast. So, when you do pich those dead flowers, ensure that you don't damage the buds unless if you don't want your tree to grow too fast.