Should I remove the seed pods from my Japanese maple when they appear?

Up to you really. Making seeds takes energy away from the rest of the tree. So that would be a reason to remove them. On the other hand, you can plant the seed and grow more trees.

I agree with lb it takes energy, personally I would let them grow and grow more trees but growing from seed takes many years to develop a nice starting point for a bonsai but being able to watch the progress of that tree develop is quite remarkable.