I remove it, I find that especially with dwarf hairgrass, vals, and carpet plants that they'll tend to spread really slowly away from the rockwool. Which is bad if you want a carpet.
If you don't remove the rockwool it can take months for dwarf hairgrass to spread into a carpet. I removed the rockwool and it spread to fill gaps within 2 weeks.
I've also heard it can rot and foul your water, but that's bogus, since it's non nutritive. I think what happens is it's a perfect breeding ground for bacteria, and your roots supply the food for the bacteria. Potentially a terrible situation, but I've had little trouble with that in the past.
I'm just curious, but why would you want to leave the rockwool on? Just out of laziness? You shouldn't be afraid of tearing roots or anything, because most of the time plants in rockwool are rootbound already and need a trim.
Anyways, I hope this helps.