nbirnel, there’s a small risk of encouraging disease by leaving roots in the soil. By creating a severely wounded group of plants, pathogens which eat those could get started and spread. In cool weather, fungi are more likely than bacteria, which favor warm temperatures.
You can use a knife or clippers, scissors to clip the top portions of thinnings off and later pull up the roots.
For the best main crop, sow the seed about 1/4 to 1/2 inch apart, trying to keep seeds from touching. As you pull up seedlings, it’s possible to damage the plants you want to keep if roots are intertwined. I use a folded piece of card stock, creased in the middle, to sow seeds more accurately and efficiently. A 3x5 card works well. Another good method is to start brassicas of all types in cell trays. Thinning in cell trays is best done at the cotyledon stage, before true leaves develop. With this method, you can plant at optimal spacing and you spend less time on your knees. This also can give the plants a head start over weeds.