I say keep the wheel protectors on.

SUUUUURE, you can adjust your derailure correctly and ride around like a smarty-pants without a wheel protector.

However, one day when you are not looking, your bike will fall over or some kid will kick the derailure or some odd thing will happen that will bend your derailure mounting.

Then, you will get on you bike, ride along, switch gears and BOING, clink, clank, TWANG, you will be stopped by the derailure tearing the spokes out of your rear wheel.

Couldn't happen? It happened to me just as I was to embark on a week long European tour. There I was having a nice warm-up day in Switzerland. Fortunately, I brought spare spokes and tools with me. It only took a half day to fix that mess. And, of course, the rear derailure never worked well after that.