Should they? Arrays, sure - but IMO general objects (customized ones for sure) don't need to be promoted in the documentation or community. They are there if you want to use them - particularly for developing class libraries/modules - but the documentation should be focused on AHK as a procedural language/tool, IMO.... we can show beginners why they should take a look at objects.
That's not to say, however, that we shouldn't have the best documentation/tutorial out there on the thought process behind & usage of objects ...
Okay, maybe I am bit biased because I have some knowledge of objects and how they work, but I obviously don't know as much as you guys. It's okay to focus on other things, but I just feel left in the dark in that case. How many other people out there, who also have intermediate knowledge, want to improve using the teaching materials available to them? I just think we should cover that kind of crowd as well, IMHO.