Hi gardengus,
Some people leave the heads for winter display. In my experience though they are more prone to getting mildew. I don't think you can do them any harm cutting them to the ground, I may even do it myself this year. As you know, they are herbaceous perennials, so they die back to the ground anyway.
The theory is that the goodness goes into the roots if the leaves are left to die back naturally, but there is no corm, bulb or tuber with beebalm, so I don't know if that is relevant to this plant.
I would cut it back, don't think there is much risk.
Peter
