foambug65,
I get the feeling, after reading all the replies to your qestion, that you may feel no one really answered your question and that is because the answer is more of a personal choice that fits your style of fishing. Some treat/wax their furled leaders and some use them as they are and a furled leader will function great either way, so, the choice is yours. Neither way is right or wrong, so, just use them your way and enjoy.
Warren
Fly fishing and fly tying are two things that I do, and when I am doing them, they are the only 2 things I think about. They clear my mind.