Everyone rests for me. I typically won't touch anything that hasn't chilled in my humidor for about 3 months. Some of that is to help it acclimate some of that is personal preference. I get to enjoy a cigar so infrequently, I don't want to light one up only to find it harsh or a wonky burner. I will say that some of the resting can be manufacturer dependent. For example, I'm sure Mr. Saka, Fuente, etc. use well aged leaf for their blends. Not everyone does that. At least from my experience buying fresh rolled cigars from small shops with a roller, there's a post roll sick period that comes up not too long after rolling. I'm sure there are a lot of manufacturers that don't re-rest post roll to ensure that they ship a product that has past this stage. Holding inventory is a costly proposition.

As Tony said, do whatever the hell you enjoy! The only wrong way to smoke a cigar is to not smoke it!