To be fair, they don't need to be housed together. Most are perfectly fine by themselves.
My boys, if we separated them, might seem a bit confused, but I don't think they'd be sad.
You do risk that they could fall out, but you would with female dwarfs too. A pair makes things a lot more difficult - for example I have to have two of everything, I scatter feed, giving treats is a nightmare, and I wouldn't introduce a female dwarf even in a separate cage because I'd be worried they'd fight.
They're fun to watch, but our boys have squabbled over treats and things before and that's stressful.