Lucky Bamboo isn’t actually bamboo but Dracena sanderiana. Yes, you should remove and wrappings when you move them into soil. Here are a couple of links that will show you how to make the transition from water to soil:
http://theluckybamboo.com/soil-grown-bamboo/
https://dengarden.com/gardening/What-is-Lucky-Bamboo-Facts-about-Lucky-Bamboo