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I didn't unplug it and everything was ok. Just make sure you're careful and go slow.
 
It's a safety precaution to help prevent electrical shock. So if it's necessary or not depends on how careful you are;)
 
It's not a safely precaution for the human, rather safety for the laptop.

There is nothing I can think of in a modern LED backlit laptop that would shock you, on older laptops if you got hold of the backlight inverter while the capacitors still had a charge it might make you jump, but thats about it.
The main reason to disconnect all power is if you drop your screw driver, or even a screw and short a power pin to something sensitive you could take out your laptop...

It's well worth pulling the battery connector, takes a few seconds and makes it a much safer operation.
 
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