I think by deadheading you make the plant look better, but I do think it might help to avoid insect pests like snails, slugs and earwigs. I think if I posted a photo of any daylily before deadheading that has large blooms and makes a lot of them that bloom at one time, it would be obvious why most people deadhead. The problem is I have no photos of daylilies showing that mass of soggy blooms, because almost everyone deadheads before they take photos.