I'm one of the guys who does not remove the cello and I leave the cello on for one reason - I've had wrapper damage when the sticks hit each other or if they rub up against the side of a cedar box or... well there's lots of ways to accidentally damage the wrapper. But, with the cello on, that accidental damage is pretty much eliminated.
But, I do cut off the excess cello at the foot to expose the cigar.
I'm curious as to your thoughts behind such a blanket statement.