Every little bit adds up when you're trying to build light.  But the real weight savings in removing the wires isn't so much the small amount of copper, but rather that you can make smaller, neater internal fillets where the panels come together. 

Not sure what boat your building or considering.  With the Chesapeakes I built back in the last century, standard practice per the manual was leaving the wires in and filleting over them.  Newer CLC designs have you apply thickened epoxy or even super glue between the wires to hold the hull shape, then removing the wires (which should be glue free), and only then doing the internal fillets that strengthen the joints between panels.  More work, but less weight.

Agree w/Jackj. Leaving wires in won't contribute a significant amount of weight in and of themselves despite copper being denser than epoxy. Point of fact being that the likely increase in epoxy needed to cover stitches left behind WILL add weight that a build would be better for without.

Pulling stitches is easy-peasy: left free of epoxy when 'tacking' hull bits in place, they're easy enough to pull free before filleting simply by cutting one side behind the panel, away from the twisted ends which are then gently pulled with pliers.

If epoxy has them 'bonded' to the hull, a bit of heat supplied by a butane-type extended-reach lighter or soldering gun quickly warms any cured epoxy holding them in place so that they can be pulled free as described above.

Without stitches to complicate the process, applying the necessary fillets is vastly easier to get right without any more epoxy used than essential for a proper joint.