I would say it's preference, but I've seen more people filter them out - either through a strainer or by adding their hop additions in bags.
I use a strainer, because I read somewhere that your utilization can suffer using bags. That may be BS I never really tested it - and the strainer aerates the wort, so bonus there.
The real reason I don't want all that hop crap in there is that I reuse the yeast, and it would be a pain in the ass.
If you're thinking your leaving them in there for more aroma or what have you, I don't know how much you'd be getting because of off-gassing - and you can always dryhop, even just a little, in secondary or after primary fermentation.