If your cigars are still in their wrappers, they are not getting much benefit from any amount of humidity you put in there.
Good point... There wouldn’t be much short term benefit; the cellophane does act as a barrier to moisture loss though.
Over the long term the cigar inside will tend to acclimate to the surrounding environment, albeit very slowly.
Leaving the cellophane on helps to avoid damage to the wrapper. If you’re storing cigars in a tupperdore that gets moved around, jostled, or bumped, then it might be better to leave the wrapper on. Some people like to leave the cellophane on because they think that it will prevent the flavors and oils from permeating into neighboring cigars. I’ve got cigars that have sat in a humidor naked for 25 years, and they haven’t picked up flavors from cigars sitting beside them...
If you want the protection from possible damage of the cellophane and more exposure to the atmosphere of the humidor, cut the cellophane off near the foot of the cigar, where it’s folded over.