I typically dry hop loose, but I have dry hopped in a bag at times. There is evidence that you will get less extraction using a hop sack, but it depends on many factors. In a small canister, the inner hops might be completely dry, but in a large bag there might not be much difference than adding the hops loose. Adding some weights might also keep the bag from just floating on the top.
As far as "the ability to remove dry hops", personally I have never removed dry hops. This is partially due to my equipment (I used to ferment in narrow necked glass carboys, now I generally dry hop loose in Fermonster fermenters). These days I worry enough about oxidation with hoppy beers, that I don't really see a way I could remove a bag of hops and also avoid getting air into my fermenter. I also don't really see the need to remove hops. I will typically dry hop once for 2 days, then cold crash for 1-2 days before kegging.
Some people on this thread have more sophisticated equipment or processes that may let them dump hops out of the bottom of a conical fermenter, or transfer the beer into a second purged vessel containing their dry hops.
@MIWI : I would say to try and keep it simple and find a process that works for you (while keeping the dangers of cold side oxidation in mind). If you want to use a sack, use a large one that gives the hops plenty of room to swell and move around (or use multiple hop sacks). I am not convinced there is a need to remove hops.