You don't HAVE to, but you probably should remove it and clean the shotgun barrel as well as the rifle barrel. I have noticed it does have some carbon build up on the shotgun barrel just past the end of the rifled insert when shooting lighter loads that might not have the greatest efficiency in burning up all the powder (such as my 90gr bullet over 4gr of Unique load). But unless you plan on using the shotgun barrel, which I am not really interested in, I wouldn't normally clean that part every time. I don't even own any 20ga ammo, just 12ga and 16ga in this house.
As for indexing, see that last photo I posted showing the chamber area. You can see where I cut the rim away from the insert where the ejector is. This acts as an indexing pin for the insert. You might get a VERY slight POI shift from one cleaning to the next, but it's not going to be significant. At least not at the ranges I would be using this.