Originally Posted by
Peckish
Only reason I can think of is it the paper keeps bias edges stable until sewn. But if you've not had a problem before, I see no reason to change what already works for you!
I too have heard that you leave the paper on until you sew the piece to the next piece because of bias edges so that is what I do. Sometimes I remove the center papers just so there isn't as much to tear out at the end.