If you bought the whole sirloin then it is called the "sirloin butt"
The sirloin butt is comprised of three cuts. The Cap , Top Sirloin (center) and the Mouse muscle (that gets cut away from the top sirloin) The mouse is typically used for ground meat or stews. The cap can be used for steaks and roasts, and the sirloin center is a very lean cut as well that can be cut into steaks. To remove or not remove is up to you..what are you looking for and how picky are you about fat and sinew? The reason to remove it and cook these pieces separately gives you the opportunity to cut away the connective tissues, because they do not break down very much in the cooking process. Either way I would separate the three components and make them as connective tissue free as possible, then grind, grill ,stew or stir fry away. if I was making a roast, I may just tie it and deal with it. Its ALL good.