I played for the first time yesterday and we choose to clear imediately and it made a lot of sense. It affected the "hottest" product in phase 5 and also gave the opportunity to give more points per round to the controller.
Played for the first time today. We cleared the special markets as soon as they filled. I think this balances the game as you get a point for filling the market, but are then unlikley to get points for the hottest goods.