It doesn't matter either way. I never used hops bags, and I never strained. Well, not never, I guess. When I made the Pliny clone with 11 ounces of hops in the boil, I probably strained the wort then.
If you want to use a bag, that's fine. As long as they are "loose" in the bag, you'll be ok. If you want to just toss them in, that's fine, too.