Some people do, to show off the flowers. I only cut back any dead or dying leaves on all my Hellebores. They're healthy and happy, so it does my plants no harm to leave them.

For the opposite view, I've just cut the old leaves off all my hellebores today. It really is personal preference I think

Exactly - I expect you do it to show the flowers off! I like the leaves on - as long as they're green and healthy.

I don't know about Helleborus niger, but arn't leaves the energy collectors from the sun whose energy goes into the plant to produce flowers?

Seems a bit like chopping off your legs to run a marathon.