It's up to you and doing so can restrict gimbal tilt issues in faster winds but at the cost of potentially ruining the image with flares caused by the globe. I never used it when flying but always put it on when not in use.
Hi. Thank you for the inquiry. The gimbal globe primary use is to protect the gimbal when traveling. Most of the DJI Mavic Pro owners remove the cover to get clearer shots of the things that they want to shoot or record.