How long do you plan to store them?
If years, I leave the caps on. If for a few months, I'll take the caps off. To smoke within a month or two, I take them out of the tube to let them dry out. They taste like crap when wet, imo. They need to dry out and be kept around 60% to get "the full monte".
But basically like the others said, it's personal preference and there is no wrong answer.