Unless your going to use the clip to cut, or want it sharp to aid in "sticking" something, i wouldnt want it sharp.
I sharpen most clips on my Bowies, but as Karl says, unless you do some serious recontouring its to obtuse to really get 'hair poppin sharp. On occasion I will take the extra time to make sure the clip is real sharp, just depends on the knife, the customer, and what i feel like doing.
Again, unless sharpening the clip is actually going to serve a real purpose I wouldnt sharpen.