No--the only time you have to assist them with their eyecaps are if they don't come off with the shed (which you have to check after each shed to make sure) and even then there are better ways than to pull them off--it can really harm them if you make a mistake or do it improperly.
Edit: I just realized you meant if it didn't come off with the shed--not each and every time--so to eat my earlier statement, yes, if they don't come off you'd have to take them off.
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