Definitely send a quick courtesy note to the coordinator for 3 good reasons:
1) That opens slots for interviews and others get the interviews which means they might drop some interviews they had that you want or drop out of applying to a program which means less competition for you.
2) You dont want a bad rep for your school that you guys ignore a program.
3) Help out those who are struggling for an interview because you opened a slot for them and now the coordinator can go find someone to fill it. Scrambling sucks and you are doing a good deed.