EV-enhancing items are items which enhance the EVs gained when a Pokémon is defeated. All of them halve the Speed of the Pokémon holding them in battle while they are being held.
The quote above lists all the effects of EV-enhancing items (which includes the Power Lens). As you can see, all they do is affect the EVs gained in battle. Therefore, they have no effect on Pokemon that are maxed out in the respective stat for that particular EV-enhancer, besides halving the Speed. So, there is no reason to keep them on if the Pokemon is fully trained.