Pest control encompasses many different things. You likely dont need to do anything if all that's going to be done is perimeter spraying or bait traps.
Usually they wouldn't fumigate unless other methods were tried first, at least in regards to roaches, or if the infestation was large scale.
However, if they are going to tent and fumigate, it would be best to remove everything out of abundance of caution. The chemicals they use when they fumigate don't leave a residue.. but personally I'd feel more comfortable not leaving the enclosure in the house during the process. Most places state you dont even need to clean your dishes before using them after fumigation. I'd tend to ignore that advice and that's also why I'd remove the enclosure. But technically speaking, you could leave it if you wanted to.
-Brandon