I suppose the theory is that the hessian will rot but I'd be inclined to remove.

Hi, agree with Mg, place the tree in the planting hole beore you remove it, that way you won't damage any roots when you move it, Derek.

Thanks for your opinions - it seems pretty obvious to me that the wrapping should be at least partially removed.
I looked elsewhere on the internet and opinion, even from experts, seemed divided. However, I'll take the esteemed advice of the GOY intelligencia!

I would want to remove the hessian and I think that Derek's suggestion of having the tree in the planting hole first is sound. Just cut the hessian and peel it back rather than trying to remove it entirely.