I used to take it off before smoking. No longer.
I saw a TV show a while back about a famous rib joint in the Memphis. The owner smoked his spares with the membrane attached, then it easily peeled off when the ribs were ready. It was thin like tissue paper and came off in like two seconds. He believed it kept the ribs juicier.
Juicier or not, it is SOOOOO easy to peel off at the end of the smoke. I haven't peeled one since, pre-smoke.
Off. I don't like the texture and it blocks salt/spice from getting to the meat.