Leaving it on or stripping it down
When you come across a cigar as fully dressed as the Fuente Anejo, whether you should leave all the wrappings on or take them off is a logical question. The protection’s there for a reason, obviously; are you circumventing that reason by removing it all?
The basic answer is yes, you are, but no one’s going to turn you in to the cigar police if you decide to strip your sticks naked. Most people take cello wrappers off when adding cigars to their humidors; doing so allows the characteristics of the tobaccos in the various cigars inside to blend and meld together. Obviously, if you don’t want this to happen, you’ll want to leave your cigars wrapped or separate them in another way, with dividers or trays, for example.
With a cigar like the Fuente Anejo, leaving the wrappings on can make good sense. The Spanish cedar tube wrapped around the body of the cigar will help enhance these flavors in the wrapper of the cigar. And having something around the foot of a cigar is always a good idea; the foot almost always gets banged up when in storage.