The official answer is: it doesn't matter...sort of. Cigar wrapper cellophane is designed to be breathable and will not hurt the cigars ability to absorb moisture. The cellophane wrapper is designed to protect the cigar in the box and your humidor and is better to leave on than off. Some smokers talk about flavor marrying which supposedly can only be accomplished if the cigars are out of their cellophane and arranged near each other in the humidor. The theory states that all the cigars, if un-cellophaned, will marry and blend flavors with each other over time. I have serious doubts about this claim and have yet to see it proven, even within my own humidor. So, while the health of the cigar is not dependent on whether its cellophane wrapper is on or off, I would recommend that it be left on simply to protect the wrapper of the cigar from damage when you are rifling through your humidor for that perfect smoke. If you want to experiment with "flavor marrying" just make sure you cut your nails before handling your cigars!