Certainly not: they are allowed to say them, the same way they're allowed to say, for example, that they're sexually attracted to small children: sharing this information about their state of mind will brand them as dangerous, repulsive, and immoral, they will be subject to suspicion and strong scrutiny, people will be wary of letting power in their hands, of associating with them in public... but no-one would tell them to shut up. In fact, people would want them to speak up, so that they can be identified and tagged.
So, we're fully in favour of letting them say things we don't like, we're actually enthusiastically in favour of them saying them. When I say "they had better not say it out loud", I mean that it would not be in their best interests to signal that state of mind, and that they would, as a matter of pure self-interest, censor themselves, without any input from us, and to our great regret.
If your regret over the consequences of punishing them for expressing their actual state is great enough, you might consider not punishing them. Conversely, if after considering it you decide to continue to punish them, you might want to calibrate your estimate of your regret more precisely.
I have found this most wonderful (if fairly lengthy) article, and thought you would enjoy having it brought to your attention.
It is so good, I think we should include it among the references in the "Politics is the Mind Killer" wiki page. But, before that, I submit it to you, and ask you: is there anything in this article that would warrant its exclusion from this site? I mean, besides the fact that it is about politics, and written by a notorious Social-democrat (And is that in itself grounds for exclusion?).