It's definitely not cheaper to cut them all off, unless your using cheap "box store" or "contractor" grade minis. You'll spend so much time fallowing burnt bulbs the second season (if not the first) that it is worth it to just cut them off and replace them. But with real commercial grade lights, it is only worth it when you look at a tangled mess and think "we're do I even begin" . I'll clarify about the mess that I decided to just cut up last season. We did a number off 12'-20' trees along a commercial site, full trunk and branch wraps in white led mini and then used green led minis strung from branch to branch to give a "foliage" look. This was great until a storm snapped a few of the larger limbs on a 16' dog wood. It was such a mess that we just started cutting the wires away until we got to the point that we could begin to unwrap. In that case it was worth it for us, but in no way would I make it a standard practice.
Why do people not respect us as they do other tradesmen? Because every Tom, Dick, and Harry doesn't think he can be a plumber or electrician!