I just did another search on this site and the rice sack material other referred to here is called burlap (dur). Will there be a problem if we leave the clay wrapped around the root ball?

One the way to work I stopped by a nursery and asked my same question. What they said is that these Japanese maple trees are farmed in Oregon and that when it is time to be collected, a machine digs the tree from the ground, including the clay that it is grown in, then wrap it in burlap, potted with soil, then sent off to the stores. It is ok to just cut the binding from the top of the root ball where the burlap is tied, then plant the whole thing as is, clay and burlap. Eventually, the roots will break through. The burlap is very fragile. I could tear it with my hands. I could have left it on, but without it, it will just speed up the growth.