It depends, if a selvedge is small and smooth I'll leave it in gratefully as help for my backing seams after I've prewashed and pressed the fabric. Basically, if I can't feel it I treat it like it's not there, just any like any cut edge. I've had to piece with this concept too, I consider it non-ideal but doable.
If it's wide and rough I'll cut it off. If it's tight and ripples the fabric, I cut it off narrow or wide.
If you are the one who will be doing the quilting, it's up to you. If you have someone doing it for you, you might ask them.