I will assume that by deadheading you mean to cut the dead part off. This is not pruning like Ursula and NMoasis alludes to.
Next season's flower buds have already been produced, and they are easily seen, even now, as fat buds, usually in pairs at the ends of the twigs. Far more often, these are not immediately below the dead flower, but they could be. Nevertheless, the fat buds will be evident if they are there.
Pruning dead flowers at this time of year will have no consequence to the future growth. But theoretically, pruning the spent flowers in early to mid summer, while they are still green would. At that time, the lilac is pumping in energy and nutrients to make seeds, and removing them would redirect that energy to the rest of the plant. Because the flower panicles are long dead by now, cutting them does not redirecting anything. However, you can still cut them off if you think it improves the look.