The short answer is that you might get slightly bigger bunches (heavier fruit) if you remove the male flower, but you might not.
At one point I searched for scientific papers on this question and found a few. They indicated that for some cultivars in some conditions, there was a relatively small but measurable increase in bunch weight. Other cultivars or the same ones in different conditions didn't benefit.
I have seen fungal infections spread upward towards the bunch after the flower is removed. But that too might depend on environmental conditions.
I usually cut the male bud off my bunches just so they stop dripping nectar everywhere and dropping flowers, but I leave at least 6 inches between the cut and the female fingers that are developing. I think a common commercial practice is to remove the last few female hands except for one or two fingers on the last one just above where the bud has been removed. That is supposed to keep the sap flowing and reduce the possibility of infection. You can make it as simple or complicated as you want!
In short, remove the bud if you want to, but you don't need to, and even if there are benefits, they won't be much.
