Sometimes they do, but I've had 6+ inch tall plants that still have them. It depends upon many factors, such as watering/feeding of the plant at various stages as the cotyledons develop and grow with the plant. I've had one fall off and the other remained for months, but sometimes, as soon as the first set or two of true leaves pop up, they will wither and die. Each plant is its own unique entity, and there is no definite line of demarcation when they fall off.