Don't really have to...but...it will damage your rotors eventually. All the road grime gets to the brake pads and calipers and will wear grooves in the rotor. I did not see a 2 piece backplate assembly like the ones I used on my Avalanche. There seems to be only one piece units that will required the removal of the axle shafts.

 

I needed to replace mine before on a Jimmy for an inspection, as it was one of the things that failed. I wouldn't think it was an item that would cause a rejection sticker but it did ...along with a ball joint and idler arm(these 2 i can understand fully). May have just been an idiot mechanic or just looking for extra work, but I did it myself as they are pretty easy to do.