Wind Noise? Please help!

I just bought a 2012 C- 3

Today it's been very cold here (Chicago) the first day it's been this cold since I bought the car last month. Anyway as I'm driving every now and then there's a very loud thump on the roof like the wind is pushing the roof in. It seems to happen as bursts of wind hit the car.

When I got home I looked closer and noticed there is a black strip of plastic that runs along the edge of the roof from the front to the back of the car. Well this strip of plastic came out towards the back end and I'm thinking the wind was causing this piece to bang against the roof and make the noise. I'm not sure though because it sounded very loud and this piece of plastic doesn't seem big enough to make such a loud noise.

So I pulled it up a little and noticed it wasn't glued in or attached at all. The entire thing came right out and then I looked on the other side at that one and it also was loose. So now I've removed both pieces. What are these and is it okay to not have them in place? The car is painted under them and they don't seem to serve any purpose other then to make the top of the car look nice. Should I be worried about removing them?

Thanks!