I don't ever remove any of that tissue. It just cooks up well and especially in stewed and simmered dishes that stuff basically melts away into flavor. Well the real top layer fat may stay somewhat intact but renders nicely. Feel free to give it a try with your next pork stew or some grilled pork steaks over high heat.I recently bought two boneless butts from costco and cut them into 2 inch chunks for a tomato based pork stew, (which was great BTW) but cutting out the fat, membranes and connective tissues took an hour of intricate knife work.
If this was a different cut of meat and maybe a different animal (beef) I would think you might have to remove some tissue but I don't think it's the case with farm raised pork butt/shoulder.