As long as they're in decent condition (not falling away from the lath in chunks), you may opt to leave them as they are. For many, plaster walls are a big part of an older home's historical charm, and they're well worth keeping intact.

Should I replace lath and plaster with drywall?

Since plaster is considered a higher quality material than drywall anyway, it should not be replaced with drywall in most situations. The one exception is if you're pulling down the walls to replace the plumbing and electrical systems anyway. In that case, it makes sense to replace with drywall.

Is it worth it to remove plaster walls?

If plaster walls and ceilings are in good condition — not cracked, peeling, or falling apart — you need not do a thing except paint. If there are nail holes or a few cracks, a painter can easily fix them. ... Plaster should not be removed and replaced by drywall, nor covered up by drywall.