Thank you for your question.
Removal in the fall is recommended if your plants showed signs of diseases and/or pest (like slugs)...otherwise, its a personal preference.
Personal note - I leave hosta foliage in place all winter long and remove it in the spring so I can tell better where the hostas are. Just make sure to remove foliage before plants start to come up so you don't step on the new growth.
Hope this helps.