Hi, the coolant in/out is to warm the throttle body to prevent icing. There is a magic temperature and it is not freezing where the moisture in the air , speed, etc all come together and freeze causing an icing condition preventing the throttle from operating correctly. Unless you are into racing where you want cold air, I would leave it in. Having said that, lots of owners in the warmer climates have no problems with it removed.
Cheers