They were designed to make a cool, gurgle free smoke. They're supposed to remove moisture, think of them as a condenser.
Some stingers will just not pass a pipe cleaner. If you can't pry it off with pliers, then I would just hack saw it off. If you don't like it that is.
The only pipe that I keep a stinger in is a collectable one. Removing the stinger in say a classic Kaywoodie destroys its value because the classic 4 hole drinkless system is one of the defining characteristics of those pipes.