As noted by others, the clay pots are used in the sense you note mainly for aesthetic purposes and to add extra weight to keep the plants from tipping over. I have purchased quite a few plants the past few years that are presented this way - none of them still have their clay over-pots - if any of you were in my area I'd gladly give you more than a dozen clay pots for free!
All my plants are planted in plastic. In my case they are neither helping nor hindering - but just one more object to deal with, so I remove them. I tend to have my plants crowded together this time of year to take advantage of overhead lighting too, and the extra bulk of clay pots makes it more difficult to crowd them together.