I had mine Rhinolined several years ago and did not scrape out the sound deadener/insulation. I think it looks fine and I haven't had any issues with it. I've heard some say that they took it out for a cleaner look and others say they took it out because they were worried about it taking up moisture underneath the liner. The material is very hard and as long as you do a good job with the lining, moisture seems like a non issue to me - I haven't had any issues anyways.
07 Jeep Green Rubi Unlimited, auto
Mods: Tuffy Cubby Storage Cover, Rugged Ridge grab handles, Shrockworks Sliders, Rock Hard Engine / Gas Tank Skids, Rhino-lined tub, Kilby Evap Can Relocation Kit, 16x8 Centerline Wilderness Series - Falcon Rims, 285/75/16 Interco SSRs, OME 2" HD Lift, PSC Diff Covers, Superwinch EPi 9.0, BulldogFab Rear Bumper, RedrockFab Front Bumper and skid