The answer to that question will depend on where the moss is growing. If it is growing around gutters or downspouts then it could end up blocking them up and preventing water from draining properly. The results of this could start to create structural problems with the home so removing the moss would be the best option. You will also want to consider the materials used for the roofs construction, its unlikely that moss will be a problem if it is growing on shingles which are made from clay or stone for example, however, its good to keep in mind that moss holds onto a lot of moisture which could have a negative effect on the roofs structure. If you are worried about this, it would be better to remove the moss. If you are not sure whether moss is causing a problem, why not get the roof inspected to make sure it is still good structurally?
If you do decide that you want to go ahead and remove moss on your roof make sure you choose the right removal method. Some ways of removing or cleaning roofs can cause more problems than they are trying to prevent so do your research. As we can see from this very brief article that moss can cause damage if it is growing in certain places and depending what the roof is made from.