This is a GREAT question. It's a question I get at every evaluation.
The answer is a combination of personal choice + the dog's behavior. Let's start with personal choice.
(Please be aware, we are starting from the assumption that your dog is already using a training device, and using it correctly)
1. Personal Choice
The training device should only be active when the dog makes a wrong choice. A wrong choice looks like: jumping on people, barking, pulling on the walk, whining in the crate, etc).
Therefore, there is no harm coming to the dog by wearing the device if the dog is behaving properly. It is just another item on the dog.
If the dog is behaving properly in a calm environment, and you have the dog's complete attention even under outside distractions, then by all means feel free to take the device off.
I, personally, see the training device as a seatbelt. I know that I haven't gotten in an accident the last 100 trips to the grocery store, but that doesn't mean THIS time it won't happen. I want my seatbelt on, because sometimes...it's not your fault that accidents happen.
My dogs always wear their training device because sometimes another dog comes running straight at us (as seen here) , and I need to KNOW that I have my dogs under control.
So...no, you do not always have to have a training device on your dog. Though it might be wise to still have it handy because you can't control what OTHER people do.
2. The Dog's Behavior
Second (and most important) part of the equation...your dog!
Some dogs might need a training device for the rest of their lives. It's more a matter of their unique temperament than of behavior.
For example: I tend to be anxious and stressed. I KNOW that I need to do yoga for at least 15 minutes a day in order to handle the stresses of life. Am I going to try and wean myself off yoga? I could...possibly...
But why wean myself off yoga when it's something that's simple, easy, and keeps me centered and balanced?
Same concept for the training device. My German shepherd has anxiety, it's part of who she is. Why would I try and remove the device that is keeping her mentally healthy and happy?
In conclusion...will your dog always NEED their training device? Maybe...maybe not. Your dog is unique and special and THEY will tell you what they need.
If it comes down to personal choice, then do what is best for you and your family. After all, we all love our dogs and want what's best!
Thanks for reading!