When a module is removed (via, say, rmmod(8)), we must delete our debugfs files. The older way to do this was via the debugfs_remove() API, where each debugfs file had to be individually removed with it (painful, to say the least). The modern approach makes this really simple:
void debugfs_remove_recursive(struct dentry *dentry);
Pass the pointer to the overall "parent" directory (the one we created first), and the entire branch is recursively removed; perfect.
Not deleting your debugfs files at this point, thus leaving them there on the filesystem in an orphaned state, is asking for trouble! Just think about this: what will happen when someone (attempts to) reads or writes to any of them later? A kernel bug, or an Oops, that's what.