It is very important, and one of the hallmarks of a well made, tailored kilt. If you did not cut out the inside pleats, then instead of a nice, fitted garment, you'd end up with a cushion on your rear!

Note, this is dependent upon the amount of fabric used. For example, I never cut out the inside pleats on a four yard kilt. It simply is not necessary, and would actually be detrimental to the integrity of the garment. When I make a five yard kilt, I usually don't cut out the pleats, but sometimes do if it is for a thinner individual, and I feel there is excessive overlap in the pleats. For kilts made from six yards or greater, I always cut out the pleats.