Hi Cheryl,
I remove the leaves to encourage the plants to go dormant, as well as to prevent a big mess in the basement when they fall off. It also makes the planter lighter to carry into the house.
I also stopped watering the plants that weren't blooming in past 2 weeks to encourage dormancy. Our night temps were getting cool, into the 40-50's, and the bottom leaves on the plants were starting to turn yellow.
Hopefully, Hetty will chime in about what to do about your plant with the seed pod. I've never been fortunate enough to have a seed pod form.
