As long as the palms did not suffer from any sort of root rot or other disease that might have caused their death you should be fine. Roots and other plant parts are just organic matter and will decompose eventually.

If this is in the ground, then I agree with gardengal. I wouldn't worry about it.

If its in a container, I'd remove the roots. You don't want things decaying in your containers.

Thanks you guys are awesome.