I’m not worried about offending anyone (I like to think we're all bigger than that). If that were the case, we’d all have to take off our watches and wear the same thing to herfs. Oh, can’t forget about lighters and cutters. Those get checked in at the door too.
Seriously, I’ll remove the band before I smoke a cigar if it comes off. It’s not because of etiquette or anything like that. It’s because I like to save them.
If the band’s not cooperating with me, then it stays on until it becomes loose enough to take off.