Yes, you should. If you don't pull your Bitcoin from the exchanges pre-fork you're ability to claim the forking coin is at the mercy of the business decision making of the owners of the exchanges.

Example: Coinbase was not going to honor Bitcoin Cash for the customers but after the fork a lot of their customers started complaining. Some accused Coinbase of fraud - which, obviously wasn't true but just an indication of how naive these customers were. Coinbase relented and agreed to honor their cusotmer's claims for Bitcoin Cash and deposited it into customers wallets last week. This was 4 months after the fork occurred and only after Bitcoin Cash had greater support among the market place. There's been zero indication that Coinbase will be honoring Bitcoin Gold for their customers.