
To correct you slightly :D It is BREED classes you cannot withdraw from, but you can withdraw from variety classesto stay unbeaten for further competion.
Whether you do or not is a personal choice. If it is the same judge I usually opt to stay in and see what I can do in the varieties, even if it means I am beaten and get knocked out from further competiiton. This happened to me the other week where I was BOB in a Hound Group show. I had entered AV Junior and PosT Graduate under the BEst In Show judge. I was second in Junior and won the Post Graduate. Had I withdrawn I might have perhaps got a Group place.
As many these days do withdraw it could of course be that the judge assumes you are already a beaten dog and not a contender for BIS, but if it is the same judge they really ought to remember they gave it BOB.