No - I've got one with a couple of flowers still on, although I've not looked for 2 days and we've had two overnight frosts - they may now well be blackened husks, lol. Cut down to the ground when it starts dying back if you want it tidy - otherwise, just leave it to die down and pull the dead off next spring.

Thank you for your must helpful answer Bamboo...

I also had two flowers, now black husks. I'll leave mine for a couple of weeks so the birds can have any seed that may be there, then I will cut them down. OH wants a tidy front garden this year wont do any of it though haha.