Welcome to the Boards, glad to see you made it. In regards to your question, it is all up to you. The Cellophane will slow the aging process, but if you oplan to take your cigar out of the house, then I would leave it on because it adds a little extra protection. It won't harm the cigar in any way, so like most everything else in this hobby, it is completely up to you.
Like cigarsmoka said: It's more of a personal thing. Me myself the smokes I' buy don't have cello. Unless I' hapen to buy a box of machine mades. In that case I' always remove the cello, but again it's personal taste. I' just don't like it LOL.