I normally don't, and we know why right Bob?With the calipers opened like a clam shell, things are much easier to get to... I don't think Larry usually separates the calipers when doing brake jobs...
If I have MY hands on them, I detail strip them down to parts and clean and repair them, but if I am trying to explain how to do it over the white courtesy phone, I generally tend to try and help folks around having to take them apart to avoid any mishaps.