No. You Don’t Need to Delete Unsubscribed Mailchimp Contacts.

There is no need to delete unsubscribed contacts from your Mailchimp Audience. The safest and best thing to do is leave all unsubscribed contacts in your Audience.

This video explains the reasons for leaving an unsubscribed contact in your Mailchimp Audience and what happens if you import a subscriber that has already unsubscribed.