Is it grammatically incorrect to add "us" in this sentence or should it be removed?
Strong arguments exist in support of both sides which implies it is worth us examining both points of view before drawing any conclusions.
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Your sentence seems very formal, like part of a research paper or report. With that, no "us" is the most appropriate. Texts like these are typically better off without personal pronouns. "it is worth examining..." But, I don't know the context of your passage.
Further, I would rephrase the sentence:
Strong arguments exist in support of both sides, implying it is worth examining both points of view before drawing any conclusions.