you have to disconnect them......or you risk damaging them if something slips and weight comes down on the lines.
here's a trick i alway use.....when you disconnect the lines, twist one of the rubber bleeder caps into the female opening.....it's a tight fit, but can be screwed in with a little force. this keeps all the brake fluid from gravity bleeding while you have the axle off....and makes less of a mess. This usually only requires a quick bleed of the front and then the rear. just my experiences and i have not had any problems with doing it this way. Ymmv.