it depends, how old is the dog/pup, how well are they formed? do they just barely hang there or are they well attached, is it front or back?
One of my working dogs has her front ones, they weren't removed at the breeders, who know's why we've gotten many good working dogs from this place, but it happens I guess. They're well attached, she's going on 7, and has zero problems, sure she could develope something, but she could also break her leg climbing an 8 ft wall. You're vet may be right and the risk of putting your dog under just to have them removed isn't worth the risk.
Now if i'm way off and I think you may have just or are expecting pups, get them removed. Its very very easy when they're young and could save some potential hassels in the future. My above reply only applies to dogs that are gotten later in life and they may or may not need to be removed, but there isn't any reason no to have it done to young puppies IMO.