Don’t think you have to remove them. I’ve driven to and from the dealer (4 hrs one way) with a pair of mono blocks in the car. Tubes in place. No boxes BUT I did have each amp in the huge, lower half custom-fit styrofoam block they shipped in. Dealer was okay with doing it that way.
If the tube gear is going to be shipped via FedEx or UPS I would remove the tubes and pack them separately.
If you are bringing the tube gear in your car and they are buckled up or properly secured I would keep the tubes in. I did that with my Jolida 502P amp once when I was bringing it over to a friends house for a listening session.
IMHO, the main reason for removing tubes for shipping is the possibility of the shipping carton being dropped upside down. This could cause a tube to come out of the socket, then being loose, would surely break.
In case someone generalizes these answers, I might add that I would never transport an amp with a directly heated triode installed (45, 300b,etc.). I would definitely remove these tubes from an amp.
Tubes like those found in more "main stream" gear like that produced by ARC (i.e. 6922, 12AX7, 6550) are quite rugged and as an example, you’d never find a guitar player removing this family of tubes from their amp in order to transport it to a gig.
Inadvertently banging a tube and torquing the receptacles/pin clips in the socket will give you added work- more than simply pulling and replacing the tubes, you may have to tighten or repair the tube socket. In addition, even a relatively "smooth" ride in a car might cause some tubes to become (partially) unseated from the socket. I have found this to be the case even when lifting and moving a tube amp within my room- I always check that the tubes are seated fully. Thom Mackris’ comments about guitar amps is true, but I seem to remember retainer clips on a lot of tubes for precisely that reason.
If I had to take the tubes out of my guitar amp every time I drove to a session, I'd give up. Maybe audio gear is more sensitive but I'd worry more about bending pins taking tubes in and out than I would a little driving.
I've schlepped tube guitar amps all over the place since the 60s…watched a luggage dude drop an Anvil cased Twin Reverb (with JBLs so it weighed about a ton…it was the 70s dammit) on the runway and it survived fine…amps in car crashes (more than once), knocked over in bar fights…it's not easy being a guitar amp...I also think you're more likely to damage tubes by trying to remove them, so unless your car has no suspension I bet you can make it across town.
What are we talking about here, 10 minutes tops to remove and replace the tubes?
That's the funny part about this and many other threads. Sometimes the quest for knowledge takes more time than playing it safely does (i.e. removing the tubes). I'm frequently guilty of this quest for knowledge thing ;-)