If you have reason to suspect some kind of grounding issue with the case, then by all means pull it out, otherwise you can leave it in the case.
Hey, just letting you know that I ran the board out of my case with only the essentials attached, and got the same error. However, removing the SATA connectors allowed me to use the 2nd PCI-E slot without obstruction. I did so, and the board POSTed successfully! I submitted an RMA request for the board today. Thanks for your help!