Per the instructions for the AnyLink, yes, you need to remove the module.
http://manuals.hobbico.com/tac/tacj2000-manual-v2.pdf
When removing the module, be carefull to pull it straight out and do not use undue force when inserting it, just simply snap it back in securely. But you would have to remove and insert it quite a lot to cause any significant wear on the 9Cs connectors.
Sincerely,Krysta
Product Development & Support Specialist
Futaba Service Center USA