You do not need the .html file on the web server, it is not used for anything after the skin has been converted to .ascx.
You probably want to save it on your local machine. It depends on how you plan to implement any changes to your skin. If you want to directly modify .ascx, you no longer need .html. If you want to make changes to .html and then restore .ascx, yes, of course, you still need to.
.ascx .html - , .