Yes! Cleaning your pond before winter protects your plants and fish from gases formed by decomposing organics. While these gases can typically easily escape from the pond's surface, ice will prevent this process from occuring. Allowing too much waste to accumulate and sit in your pond all season can cause serious damage to its water quality.
Decaying organic matter produces toxic gases like sulfur dioxide, ammonia, and carbon dioxide. The thicker your layer of ice, the harder it will be for these gases to escape your pond. The addition of a heater in your pond may be able to keep some section ice-less throughout the winter. This will provide a hole for oxygen to enter and toxic gases to escape. Don't manually add holes to your pond! Hitting or breaking the ice with a hammer can cause deadly vibrations for animals underneath the surface. If you must make a hole in the ice on your own, use boiling water rather than beating on the ice yourself.