Mikro, there's two sides to this one (as withg everything!).
1) Remove the filter bags b/c they are just a trap for detritus and algage and phosphate to grow on. Thats why people say to remove the bioballs.
2) Keep the bags b/c they will help in mechanical filtration (ie - help remove floating debris).
Its a preference. Personally, I removed all types of medial like that, except for one in place - where my water comes into the sump. I use that to trap alot of floating debris before it has a chance to break down into waste. The only catch -- you have to be sure to clean it frequently, like every day (which I never do!)
Hope that helps!