I think what you do with the wing depends on your goal as a skier. If you're skiing recreationally in open water it won't make much difference either way. Take it off- try it out, if you don't like it then put it back on. If you get into buoys at least try it with the wing off. My experience was that my skiing improved once I removed the wing skiing in the 30-32 mph range. There was a good article about ski design a while back in waterski mag- Bob Lapoint touches on the wing issue.
http://waterskimag.com/uncategorized...of-ski-design/