It is essential to remove all traces of makeup. You do not want any makeup to remain visible when you are back in guy-mode.
Also, you do not want any make-up stains on your pillow and sheets when you go to bed.
Most of your makeup (foundation, powder, blusher and bronzer) is quite easily removed with any of the commercially available makeup removal wipes, bought at any supermarket or pharmacy.
You will need at least two wipes to remove your face make-up, especially if you have used a liquid foundation.