In my opinion, absolutely not. there is no hard and fast rule from what I can remember but I would consider it ungentlemanly conduct and not in the spirit of the game.
Someone did that to me many years ago when I closed in on 6 150mm batteries and tractors with HQ's in support.... just as I closed in for the kill my opponent removed them from the board denying me very many victory points which meant I lost the battle.... I never played him again....
Of course, if someone did want to do this and agreed it up front, then I would choose to play or not with that in mind.
just my .02