I do the same thing. Mostly since I like to keep the twist ties, they come in handy for a lot of things. As far as the OP's post, sorry to hear you cut your hand on the plastic (not the twist ties, as some people seem to be assuming). It is a pain on those Leader class figures but I usually would take that plastic bubble off the inside packaging anyway, so it doesnt really bother me much, other than it delays even longer being able to actually play with that new TF.
Aside from the inconvenience, I just wish all that time and expense of putting on twisties could go into making the TFs themselves that bit better. I see it as one of those cases where a small minority of people(shoplifters) ruin it for everyone. Yeah, two lesbians should make short work of those.