I think this comes down to your personal preference regarding the packaging (and storage space for your coins). There really isn't a "right" or "wrong" answer.
If you are focused on the coins themselves and don't care about the packaging (or need to reduce the amount of space your coin collection takes up), then remove the coins and place them in either 2x2's or albums.
If you enjoy the original packages / want to keep the sets together (and don't want to devote too much room to coin storage), then just leave them be.
One other thing to consider, future resale value of the sets might be higher if the coins are kept in their original (and undamaged) packaging.
Hope that helps!
Collecting history one coin or medal at a time! (c) commems. All rights reserved.