I'll bet I can count on the fingers of one hand with mittens on that I've ever removed the lead shots. And I've cleaned too many carburetors to count. I suppose there may be special circumstances when nothing else works that you might want to. But if you want to do it, go ahead.
I alway's assumed they were part of the manufacturing process. An internal passage has to be reached from the outside. Once passage has been machined, it must be plugged from outside. A lead slug is just a cheap, easy way to go.