Dead flowers lingering on a lavender (_Lavandula spp._) have one sole purpose: To manufacture and release the seeds that will grow into the next generation of plants. Removing -- or deadheading -- them before they complete the job keeps the seeds from sprouting where they aren't wanted, and lets the lavender divert energy from seed production to continued growth. In some cases, it may also result in a second round of blooms.
How to Deadhead
Deadheading lavender flowers is no different from harvesting them for cooking or drying.
Cut each dead flower back to three to five leaf nodes before its base. Between cuts, wipe the stem cutters' blades with a clean rag dipped in rubbing alcohol to avoid spreading disease.
As you cut, drop the flowers into a trash bag for disposal so they don't shed seeds on the soil.