Certified GKH Gardening Expert
If they are unsightly, go ahead and clip them. You may even get additional flowers when you do. While some are considered annuals and others perennial depending on your locale, you can always save a seedpod or two (store in brown paper bag in cool, dry area) until next season just in case. Here is more info on these plants: https://www.gardeningknowhow.com/ornamental/flowers/lupine/growing-lupines.htm
I clipped my dead brown seed pods at the base last year after they were spent. The greens stayed healthy and green year round (even through the snow and I did not protect it in any way). As of last week I’ve got six new small to medium sized blooms... clip them!