Often with paper piecing ( not string blocks) you are matching points or elements when joining so the papers are generally used to assist with that- if the instructor is a ( paper piecer) that practice is probably the norm for her. If just making random string blocks with no concern of anything matching up it would be fine to remove the papers ahead of time. The papers do assist in keeping many edges stable for construction but it's your choice. Personally I hate removing papers from blocks like string blocks so I use thin inexpensive muslin for a foundation so I can just leave it in.