if you can separate them and replant them in individual cells without harming them then why not. but if left in the one cell they can get too crowded and then you risk all 3 getting thin and weak. Thinning is always encouraged to have a healthy and productive plant.

What vegetables are they? Lettuce, for example, I always sow in clumps and then pull them apart when I plant them out. This damages some slightly but it is not a problem because it means those plants are slower to get going and ensures that not all the lettuce are ready at once. Brassicas and tomatoes, however need to be thinned.

They are mostly hot peppers and tomotos.

In which case, yes. Thin.

Definitely don't leave multiple plants per pot then. If you decide to thin them without saving the extras, don't pull out the seedlings -- just snip them off so that you don't damage the root system of the remaining plant.

I always divide and save extra tomato and pepper seedlings.... it never hurts to have extra plants in case of some catastrophe, and they're always easy to give away if you don't need them in the end.