There seems to be some confusion (this post and another recent one) between daylilies which are Hemerocallis and grow from rhizomes (not bulbs) and the true lilies (Lilium) which do grow from bulbs.

Not knowing what you're dealing with exactly - one or the other or both...

Lilium (Asiatics, Orientals, etc.) stalks can be cut back/down once they've become brown and woody. Until they reach that stage, they're feeding the bulb for next season.

Hemerocallis (daylily) foliage can be left and cut down in the fall when you do your garden cleanup for the season; although many leave that chore until spring. For me, in zone 4, it doesn't seem to matter. Old scapes that have bloomed out and are doing nothing but using energy to produce seed and a leaf here and there that has yellowed or become unsightly can be cut down.

My hemerocallis do not become unsightly throughout the season so I have no need to hide them behind other plants. Lilum, on the other hand, can start browning out shortly after blooming. Those are generally planted among peonies, Walker's Low nepeta, tall garden phlox etc.