A rusted in nipple is an ugly thing...furstrating too. Tend to take them out at each firing, toss them in a little plastic continer full of solvent (in this case, Sinple green and water) and let them soak while I clean the rest of the gun. By the time I'm finished with the other parts, nipples get blow out, toothbrushed, rinced, lubed, and reassembled.
Do you have to? Have bought older revolvers that evidently never had the nipples out in the last 25years. Was trouyblesome getting them out, but they cleaned up just fine, so evidently it's not a :must do" for some shooters.
Do like the anti-sieze compounds sold for modern shotgun choke tubes on the nipple threads used on thye nipple threads...not only makes them easier to get out, but fills the thread and blocks fouling.