I differ in opinion on this. First there is NO reason to drain the hydraulic oil. You will lose a very small amount when you unscrew the filter so have something underneath it to catch that which is no big deal. Certainly various models plumbing are different so unscrew the last couple of turns slowly and see how much fluid you lose on your model. On my 2660 it was 1/2 cup or so. Second, unless there are other issues that point to hydraulic fluid contamination or problems there is little/no reason to do that. It is costly, cumbersome, messy and unnecessary. Sure, if the tractor has 5000 hrs on it and you are doing major overhauls of several kinds ... then go ahead and change the fluid.
I forgot to mention, if you have not changed the hydraulic filter before they are NOT as much like spin on oil filters as they look like. They are about 7 or 8 times as expensive for starters. Much finer micron numbered filtering and very different circumstances involved. I found the NAPA crossover equivalent filters to be just fine BUT they are not cheap either. Be prepared for the $60 to $80 range with the Massey dealer filters being about 10% more costly.