If you cut the lilies back when they are beginning to die, you are keeping the dead and decaying leaves from falling to the bottom of the pond and decaying there, or floating into a skimmer.
If your pots are that low, I would guess there is no reason to lower them. I have all of my lilies on shelves, and have never put any of them lower for winter. I'm in zone 6a. My pond froze a few times last winter, but never more than a couple of inches. If your pond has fish and you keep it somewhat open with either a heater or water/air bubbler, I doubt your plants will suffer. Hardy lilies can survive fine as long as the tuber itself does not freeze. So, if the top of the pot is 10" below the surface, and you get 2" of ice, you're fine. If the top is 4" below the surface, and your pond freeze 6" deep, you may be in trouble.
I just don't like to try to pull the pots up from the bottom of the pond in the spring, when the water is so darn chilly, as at that time, the closer they are to the surface, the sooner they will start growing again, once the freeze warnings are gone.
Good luck!