It's totally subjective!
When I started out, all my cigars went into their humidors naked. Last June, I decided to keep the cellos on, uncut. I had heard an opinion that naked cigars will "share" their flavors among themselves within a humidor, rendering a sort of sameness to each smoke therein. Now nearly all my cigars are cello'd, and while it takes longer for them to rest after shipment, I do find the flavors to be slightly more distinct. But only just. Cello'd cigars are more protected which is a bonus to a klutz like me, though they do take up slightly more space in the humidor.
Play with it! See what works for YOU. It's all good!