Haha. We have all asked this question or at least wondered this. But, I would like to give my opinion this time...!
The way I see it is if it came with cello, leave it on. I like it because when I send cigars to other broskis, it helps to protect during shipping. If I was absolutely sure that I would smoke the entire box myself, maybe I'd take the cello off. But that thought never crossed my mind until just now. Plus, when you get down to the last third of your box and want to mingle them with singles in your humi, they will stay protected when you are digging around in there.