No! Because the GUI-Updater removes them anyway, as @wetab73 already pointed out.
But the list might (i.e., sometimes does, nobody seems to know why, including Jolla) comprise “system packages”: If one removes them the SailfishOS istallation will be broken and likely not update.
Hence “ignore the message, if you do not know the packages listed” is the right advice.
For more details, see How to interpret "Remove the following packages" in the SailfishOS-updater?