No, do not leave this unchecked. If you are claiming them as your dependents, their income is still included in household income even if they are not covered by the insurance.
However, according to the instructions for Form 8962 to calculate the premium tax credit, "complete line 2b only if your dependent(s) is required to file an income tax return. You enter your and your spouse's (if filing a joint return) modified AGI on line 2a. If you are not required to complete line 2b, enter your modified AGI from line 2a on line 3."
In other words, if they are not required to file, but only filing to get their taxes withheld returned, then you do not need to include their income.
