It is no problem to leave the futon bed set as it is when you leave the room, but it is polite just to casually place the pillow and covers in their original position.  In some first-class ryokan, even a dustbin in the room is beautiful and you might feel that you should not place any garbage in it.  In such a case, lay a piece of paper at the bottom to prevent it from getting dirty as a sign of your thoughtfulness to the accommodation staff.