Your are right that pruning is seldom necessary. What you are asking about is deadheading. It isn't necessary for healthy plants, but many people think they have to do it. I doesn't hurt if you are careful and may even help if the plant(s) become stressed.

Since lots of people are asking this question, here is the text from by website:

It is important to remove diseased material from the vicinity of a planting. This means removing dead material that harbors spores of fungal disease and dying material that contains eggs of insects. Dying portions of a plant should be cut off and removed. The ground should be cleaned of dead leaves or flower parts. Pruned parts should be removed.

Deadheading flowers involves removing the structure left after blooming before seedpods form. A rhododendron or azalea flower is composed of several florets connected to the stem by a base that is easy to break. When deadheading just grab the flower near this base area and twist the flower sideways and break it off in this spongy area. Try not to break any of the buds that are around the base of the flower.

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In general all dead or dying plant material may harbor disease and should be destroyed by incinerating or placing in a trash receptacle. Wilted flower petals can harbor fungi such as petal blight. Dead stems can harbor larva of borers. Dead leaves can harbor spores of harmful fungi. On healthy plants, deadheading is desirable but not necessary. [Photos by Steve Henning]

Is deadheading necessary? If the blooms were healthy, and if the plant blooms well every year, and if you don't mind the look of the plant with the wilted blooms, then there is no reason to remove them.

However, if the blooms were infected with petal blight, or if the plant doesn't have a good bud set or only has a good bud set every other year, or you don't like the look of the plant with the spent flowers on it, then remove them.

On some varieties deadheading makes a difference, on some it doesn't matter at all. On most varieties, it will only make a small difference if any. Most gardeners would like to deadhead but few actually do.

If you are getting petal blight, then deadheading is very important. All spent flowers should be destroyed. The best way is to toss them in the trash. Petal blight is a disease that hits some rhododendrons and azaleas that bloom later in the spring. It causes the flower to turn mushy before it naturally wilts. If you look closely it forms unsightly brown spots on the flowers.

This information can be found by going to my website below and clicking on "Sanitation & Deadheading"

Here is a link that might be useful: How to grow rhododendrons and azaleas.

Perfect Response. Thanks a ton.