In general, and I guess it is safe to say all NVMe M.2 SSDs nowadays, have thermally conductive stickers, no need to remove those when installing a heatsink, besides that might void the warranty, something to consider.
Ultimately it is up to the user whether or not to remove the ssd stickers for installation of the thermal pads.. I remove the stickers on certain brands because I'm not too worried about warranty considering how many hoops I have had to jump through in the past. Good brands that honor their warranty with little singing and dancing, I would definitely leave their stickers on. Definitely wouldn't remove the sticker from a Samsung m.2 ssd. The cost of most of them is too high to throw away the warranty and if you decide to sell the PC, the talking points are usually the performance parts installed. Hard to prove the breed of the parts without identifiers.
you really don't need to remove those stickers they are already thermal pads and may even be better than generic ones or you could just fit it with the stickers on and still apply the pads if they are 0.5mm
You shouldn't remove the sticker, I learned not to do that, most of those stickers are thermally conductive and spread the heat, also removing them void the warranty, plus using heat like in this video may cause damage the NVME
Regarding the comments about the stickers being thermally conductive, they are not. It is just a piece of paper it does absolutely nothing to help the m.2 cool down. Actually it does the opposite. When i removed the sticker on my m.2, the temps dropped by 8c.