Odd, I've actually thought a bit about this over the years.
I always thought I was the only one to ponder it.
Anyway, I say leave em on. I don't want my leg scratched by an errant toenail and afterwards women are always cold and want to put icy feet on you.
A girl looks cute in socks and nothing else.
It's kind of sexy too as the covered feet emphasize the nakedness of the rest of her, thus making her appear extra-naked.