I think you should.
What happens if you don't before you stop: You are not pressing the throttle. Not much fuel is getting into the cylinder. But because of the wheel rolling, the engine is not at idle RPM. So it is going faster than it would if the clutch not being pulled.
As you (hopefully) know, the oil is in the fuel. And since it's not getting enough fuel, it's not getting enough oil to lubricate the walls.
If you don't go crazy fast, and just let off the throttle and then coast, but just like let off the throttle 5-6 km/h before you reach idle speed, or under 15km/h, you won't do anything bad really. If you let off the throttle at let's say 40km/h, and coast, then that's a problem.
Also, you wanna pull in the clutch, because if you go under 15 km/h, the engine starts to go very low in RPM's, and actually start bogging (?) It will throw you forward and backwards, and then stop very violently. It's very uncomfortable, and to be honest, looks horrible. Looks like something's throwing you forward and backwards. Yes something is doing that. Low RPM's and copression.