You don't have to do it, as you say the pre outs are always hot. I, and others do it because by disconnected the power amps from the pre outs, the distortions from the power amp clipping won't adversely affect the quality of the pre outs. Again, the main benefit for doing that is to minimize distortions in the pre out signal at higher voltage.
You can read Gene's review linked below for more information in case you change your mind:
Denon AVR-X3600H 9.2CH IMAX Enhanced AV Receiver Offers Best In Class Features | Audioholics
Note that in this example, it is for the X3600H, but the same would apple to the later and upper models as well, including your X4500H.