Surely they are wasted valuable grams and need to be thrown away? Same with the dust caps.
Too true - remove them and dispose of in an environmentally friendly fashion,
after re/inflation. On group rides arrange a rota for the carrying of the shared lockring. If riding alone only one lockring is needed - carried in your (suitably minimal) sadddle pack. Leaving them on may also upset the balance of your cheap wheels too. Of course,
really expensive wheels will come finely tuned to allow for the weight of the valve

.
(earlier post edited as dustcaps are, as Cubist points out, totally pointless, and add unwanted grams, although I
do like the flash of yellow provided by the Conti ones ...... especially on black rimmed wheels.)