I think it does, when the quilt gets bigger, the stiffness of all the paper makes it harder to tuck it up in my lap and quilt. I just leave the paper in on the borders so I have that to sew the next row on, but usually I'll sew a section, then go back and remove all the paper except the border. Plus it gives me a feel for what it will look like. With the paper in, you can see EVERY mistake, once the paper is out, the fabric is much more forgiving.
Rachel