Broccolini is a hybrid of broccoli and kai-lan, also known as Chinese broccoli. So cutting off the broccolini steam depends largely on the recipe you're using. Slicing stems off may be necessary for crunchier and tenderness so that each piece will cook evenly.  For a soup or pasta sauce, leaving the stems attached adds texture and flavor that blends into the dish.  Furthermore, if you plan on consuming raw broccolini, cutting the bottom part of its stem can help ensure it absorbs vinaigrette or any other dressing better while still providing some crispiness.