People have been debating that question for two decades now. They look better without the cover, but some argue that they aren't in mint condition if you alter how they appeared coming out of the pack. I always peeled mine in years past. It's really your preference entirely, for your collection and for scanning purposes. There are scans in the database both ways. Neither way will be rejected.
I'm going to reevaluate how I collect after the new year. It's just getting way too expensive for the new stuff. Sometimes I just want to buy a pack, not a whole box or even blaster.