I've spoken to several highly educated and experienced cigar aficionados and reps in the industry about this topic years ago. The reason was because I typically do not leave the cello on. I purchase a lot of boxes and each one is opened and the cello comes off. However, after doing research (not online) I've come to this conclusion: It does not matter.
Cello breaths so there will be no issues with RH. And, the flavors of one cigar does not "move over" to another cigar if they are touching. The bottom line is the entire cello on/off is personal preference. If you travel with singles it is easier to leave them in the cello for protection. I still remove the cello prior to sticks resting in the humidor.