Baby Teeth

My Maltese, Lulu is 6 months old. She was at the vet on Saturday for her rabies shot and the Doctor checked her teeth. Lulu has all her adult teeth but still has 6 baby teeth, for example she has 4 upper front teeth - 2 adult and 2 baby. The vet says this is common in the smaller breed dogs. She suggested when I have Lulu spayed to get her baby teeth pulled out at that time. Has anyone heard of this? Is there still a chance for her baby teeth to fall out? Is this why she's been chewing anything and everything like a maniac (it must be uncomfortable with all those teeth!)