It depends. If it's any sort of disease and can spread it's best to preemptively act. If it's just drying due to natural conditions, and you can *softly brush* it off *gently* that'd also be good to do. Otherwise the rest of the plant is sucking up the leaf's reserves and benefiting the plant until it's actually crispy. But dying matter can also attract pests.
If I think the leaf is still doing better than worse(no disease or signs of any mold, etc.), I leave it.