Well, seeing as how I wrote the product documentation for SCT for the XCal 2 and am co-author of SCT's two tuning manuals, I think I have a bit more insight into why you need to remove the fuses than the average person posting here. Don't wish to argue, but I thought I'd post to give the official SCT answer as to why the fuse(s) should be removed. I too have flashed cars without pulling the fuse - but if the EEC dies during the reflash, it'd be my fault, not SCTs.
The fuel pump is cycled, NOT the injectors. On a return style car it just dumps the fuel back into the tank - and a returnless car, it just shuts off when pressure drop across the injectors is at the predetermined point.