I rarely remove my pellets unless I want to change the type of pellet. I use Hickory mainly, but just keep adding on.
I guess it depends on the climate, humidity, how often you use your Traeger and if it is covered when not in use.
I use mine multiple times a week when I'm in town, and every weekend and I keep it covered when not in use. I'm also in a relatively dry area, though we have had a bunch of rain this year. Still, I don't remove pellets just to remove them. I would only bother if I was not going to use the grill for several weeks or longer.