They get much better with age trust me, my main reasons for keeping cello on is for protection and IMO I think it keeps cigars fresher and i do think it helps cigars age better in the same way some cigars are wet packed. Cigars are wet packed to improve the flavor over time. Pete Johnson recommends that the cigars he wet packs sit for 2-3 years. After smoking a few DD's I can say I get why he does it.
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.
Puffing away since the early 90s. Still going strong.
Remember boys and girls, always wrap it up for protection!
Seriously though, it doesn't matter, IMO. I always leave them the way they were were shipped. To me the cello is just an added layer of protection for heads and feet.
"Hate, it has caused a lot of problems in the world, but has not solved one yet."
― Maya Angelou
Go Vols!