but, in answer to the original question: while it is perfectly 'up to you' whether you keep it or not, it IS a bit of a sign of a novice to keep it on (whether that be a good thing or not). it does just look like you've 'forgotten to take it off'. It fits into that same category of things that shops have to put on either because they're legally obliged to for it to be sold as a bike or that they deem a safety item, like pedal reflectors, spoke reflectors, seat post reflectors, fork reflectors, bells, spoke protector discs - they can (and should) all come off.