You can if you want to but if the arms hang vertically then the lie angle of the club should be about right. This is one of the reasons why there are very few pure plane swingers out there because everyones anatomy is different. As a result the arms should be as vertical as you can get maintaining the lie angle. If this distorts the setup position too much then it might be worth looking at a different lie angle to standard. Something you should discuss with your club fitter.

Hope that helps.

Christopher