You can either leave them and enjoy the flowers or cut them off. it wont hurt the plant either way.

I don't cut my flower stems off till they are all dead. It looks like some of the flowers have gone over already but more buds still to open. The first of my flowers hardly flowered. They had dried out before opening so its interesting to see your one is the same. I have not had mine long enough to know if this is how they are supposed to flower.

Thank you, Sbg and Scotsgran. There are tiny red flowers right inside, but they can't be seen unless I lifted the stems. They are tucked away waiting for intrepid insects, I suppose! I shall leave the stems until they are completely died down, which is what I would do with any other plant.