The concrete should be taken out period. The concrete moves thats why lines are scored in it and expansion joints are used.
By setting your deck on top of the concrete, the expansion or contraction, lift due to frost will be telegraphed to the deck. Decks need air movement underneath them to get rid of the moisture, either from the ground itself or from rain. Improper ventilation will promote the growth of mold and will result in product failure. Especially if you use composite for the decking.