Its a personal preference. Macro Algae if left unchecked can spread rapidly and compete with corals for light and space...often killing the expensive coral you bought.
I've also see debate about whether there is algae in a natural coral reef. Some say yes, others say yes but it gets eaten so quickly you never see it, and some say no. Personally, I've never been scuba diving (been snorkeling though) so I can't speak on my own accord. Option 2 seems right to me from a logical standpoint..