Yes, mostly for cosmetic reasons, but it also preserves a little more energy in the rhizome that would be wasted forming seeds.
Yes, you don't want the plant to expend it's energy making seed.
Yes, but don't expect it to bloom again.
It's not essential, but it is a good thing to do for all the reasons listed by other posters. If you can't get to it, though, don't stress over it - it won't kill the plants if you don't. (I've had health problems for the last five years, and only got the deadheading done once in all that time, but they still bloom up a storm.)
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Do you cut off the dead flowers on Iris after they have bloomed?
Hardiness Zone: 8b
By Brenda from Beaufort, NC
I always do just because it makes the blooming ones look bad. I don't think it matters to the plant.