It's how their shells grow. The scutes are what cover the bone (the shell is bone). You can pull the scutes off if you want, and you should if they stay on too long. Don't pull them hard as the turtles can feel it and if the scutes aren't ready to come off, it can be painful. Watch them to make sure that they do fall off because if they don't, they can get dirt and bacteria under them and the turtle can develop an infection.