When?
If the pads are damaged when you're tearing the card down or if you see that temps are getting bad, in general(this is after you've verified that the bad thermals aren't due to bad airflow in your case).
Should you?
If you can source higher quality thermal pads of the right dimensions(width and length, not to mention the thickness as well), then you should opt for aftermarket thermal pads.
A lot of AIB's have made an RTX3070, which one do you have and why are you replacing the heatsink?