Well if you need to do editing later you won't have to de-multiplex it because it would have already been do for you. Other than that, no.
Well my editing approach is very basic. Most of it is done in the application I use to convert to DVD's (Sonic MyDVD).I guess I have no real motive to do so.
Yeah basically unless you need to clean up the audio in Soundforge or some other audio program then de-multiplexing at capture isn't necessary.