That correct...the cellophane will act as a microecosystem during exposure to different rh changes for a short period of time.
Also keep in mind, although it is a clear plastic, cellophane is permeable... the humidity will work its way inside it. I used to struggle with this very question, but i do indeed keep my cello on now.
Also, cellophane gives a good aged cigar it's ability to communicate with you that its ready. Cigars that don't move will form bloom on it, which can be seen on the cello if it gets rubbed off. Sometimes cello will "yellow" telling you that the cigar has been aged long enough.
To me...there are more pros than cons for leaving it on...I keep mine on now...and the above mention of lowering your rh is key...I keep my thicker ring gauge smokes 63-65, and most my other smokes 65-68.