This is a hard one to answer without test equipment to properly see a before/after result. I'm sure I could rig something up, but it would suck up some time I cannot spare at he moment.
Anyway, the screen is meant to be a diffuser. It's job is to smooth out the airflow prior to entering the meter. However, it's pretty thin, so i'm not sure how well it accomplishes this task. I've seen other MAF's with a honeycomb structure almost like a bees nest prior to the MAF. That seems like a more effective design.
Aftermarket ones do not have this structure, but unsure if the design is such to accommodate such expected turbulence.
Like I said, this one requires some testing to see if the MAF output readings fluctuate as CFM rises and falls with and without the screen. Until such testing is done, I always default to the original configuration.
TL/DR. Yes, keep the screen