I personally dont think it will "harm" anything by removing it. On the other hand, I do know that manufacturers like to save money any way they can, and putting a "needless" pan under the car would seem silly. So my guess is that they have a "reason", whatever it may be. Some guesses would be to protect some fragile component that is now located somewhere near there, or to increase/decrease airflow in the engine compartment. Who knows.