Lots of people do, they usually call it skimming.
It is mostly made up of fine malt flour (the grey part), very high molecular weight (HMW) proteins, glucans...
Arguments go both ways, skimmers say it smells bad and better out than in. If you ignore it it will condense and end up in the trub which you should be leaving in the bottom of the kettle.
There is an argument the HMW's are most likely to bond to large polyphenols and help drag them out of the beer. Most larger kettles (say 1000L and above) only have a manhole access at the top so skimming is pretty much impossible.
There are also lots of intermediate weight proteins that tend to float around on top for a while (their solubility is very pH dependent) some of these are head building and as the answer I got from a rebound brewing consultant when I put the same question to him replied "there is a finite amount of head building ingredients in a wort; leave them there".
That said in a well hopped all malt wort there should be plenty of head building ingredients. Probably not going to make a huge difference either way, provided you are excluding the hot break properly.
Thanks Mark for the very comprehensive reply mate. I suppose the only way is to try. Now that you've mentioned that it shouldn't hurt the beer, I'll give it a go next brew. Your comments regarding the 1000 ltr kettles etc that make it very difficult to do a skim off, indicates to me that if it really made a difference, the designers would have made an allowance for it to be done.
Really appreciated the reply Mark, thanks again.
I did a brew yesterday and i skimmed it out and found that after chilling/ whirlpool there was little muck left on the bottom of my robobrew, even seems to be less trub that has settled in my fermenter.Arguments go both ways, skimmers say it smells bad and better out than in. If you ignore it it will condense and end up in the trub which you should be leaving in the bottom of the kettle.