You do not need to leave them down... we do not. If the lesson plan calls for them, we put them down before class and pull them up afterwards. It really doesn't take long.
The primary difference is that there's no "if". I'd need them every time, and they'll take more effort than working with Velcro. I imagine they'd take more time, too, and I usually only have about 20 minutes to get the entire space set up - usually by myself. If I can get near a set somewhere, I'll experiment and see how quickly I can set up/tear down. Maybe they're easier than I think.