I haven't tried. I might try it if the water was really clear and I thought that the snap was spooking the fish, but I haven't seen it be a factor so I haven't messed with it.

With the really heavy lures, the last 2 feet of your line tends to get really abused by casting, and I think the snap helps to lessen that abuse some. It's another good reason to use a small bit of florocarbon as leader since it's much less prone to getting rouged up and stretched out.