Nothing says you are "supposed" to prune them. Pruning is strictly optional and is NOT required for any reason. In some situations it may have some advantages, in other situations it is detrimental to the plant and to fruit production.

Without knowing where you live or even your garden zone there is no way to know if your plants might benefit from pruning or not.

The Growing Tomatoes forum here is the place for this question and you will find many discussions there about it as well as a FAQ on Pruning.

Dave

I'm in Cornish maine