Mine don't...
Just seal up the block-side of the studs for leaks, and double-nut them if you want them off. You don't put studs in monster tight, so it shouldn't be an issue...
I don't have A/C on my car either. I've had the heads off a few times with the motor in the car. I was hesitant at first on the whole headstud issue, but I'm glad they're on there now...