some recommend it i think for more noise but some have also said that you lose a smidge of low down torque. Not sure how much of this is true but still, just saying what i've heard...!
It's there to control the noise to meet some form of EU standard.
I took mine off and fitted a larger cold air feed and an ITG panel filter - you wont notice any great difference unless you fit other mods to work with it, e.g. exhaust,decat,matched inlets and a suitable map