I personally wouldn't care if they still appeared on my roster page. I don't really use that page much except for checking my cap situation and during the season looking for any pending FAs I want to re-sign before the off-season.
The main issue I have with this is that those players still remain on your depth chart.
When preparing for the draft (or early FA), I review my depth chart to see where I have positions of need. I don't click on every player card to see if they are a FA or not, so there have been times when I have felt good at a position, only to later realize I am not.