A Google Webmaster Help thread has Google's John Mueller implying that it may be "good practice" to list the sites and URLs in your disavow file even if they links were removed and especially if you simply requested the webmaster to remove them.
Why is this "good practice" - well, if the webmaster linking to you doesn't remove the link but also if they do and then add it back later - it protects you. Assuming that link was hurting you in the first place.
John Mueller told the webmaster:
While it's really important for the web-spam team when processing the reconsideration request to see significant effort put into resolving the issue at its roots (on those external sites), it can also be a good practice to at least have those sites listed in your disavow file in the meantime (use them in parallel, don't get bogged down with contact requests before adding them).
Although the file is processed automatically, John said that they can review this specific request once this specific "disavow file is correct." This case, the file was formatted wrong and Google couldn't process it, but John said he'd be "happy to take a quick look to see if there's anything general that you might be missing there."
So if you are eager to remove links, use both the disavow file and make your requests to cover yourself. Google said it is "good practice."
Forum discussion at Google Webmaster Help.
