This is the typical growth habit, and there is no need to worry about the watering. Sempervivum have two types of roots; a long thick tap root, which delves down into the lower l
evel of soil, and they also have fine hair roots that stay close to the surface. So either way, they have access to moisture.
Having said that, in some cases, such as extremely wet conditions, having the excess of old growth close to the stem can contribute to rot.
In the end it's a personal decision, whether to leave them on, or remove them. The plants don't care either way.
See more on remaking hens and chicks here.