It's entirely possible to replace pads without removing the caliper - pop off the plastic cover (if it's still there), slide the pins out, take out old pads, reassembly is the reverse of removal....
The pins can be a little awkward to get out with the wheel in the way, but having the caliper mounted means you have something to work against to get them out and back in again.
The only advantage I can see to removing the calipers is the opportunity to give them more of a clean.