This is my take on it. As long as the bark doesn't have mold or fungus on it, then it's fine. Now if you store your wood outside, especially any pieces laying on ground, they might be holding moisture between bark and wood. These are issues that would dictate me removing bark.
Besides those issues, I've never noticed any reason to remove bark. Also, every bag of lump I get has some pieces w/ bark still attached. :)
UDS, mini wsm, 22.5" weber kettle