Let X be a topological space, let $\mathcal{U} = \{U_i\}$ be a cover of X, and let $\mathcal{F}$ be a sheaf of abelian groups on X. If X is separated, each $U_i$ is affine, and $\mathcal{F}$ is quasi-coherent, then Cech cohomology computes derived functor cohomology; in general one only gets a spectral sequence $$ H^p(\mathcal{U},\underline{H}^q(\mathcal{F})) \Rightarrow H^{p+q}(X,\mathcal{F}) $$ where $\underline{H}^q(\mathcal{F})$ is the presheaf $U \mapsto H^q(U,\mathcal{F}|_U)$.
Question: For q > 0, $\underline{H}^q(\mathcal{F})$ sheafifies to 0.
For a quasi-coherent sheaf $\mathcal{F}$ this is clear because cohomology vanishes on affines. Is this really true in general? Brian Conrad states this in the introduction to his notes on cohomological descent.