If you leave it there then the tail tip is likely to fall of and I mean the acual tail not the shed. Thats what my mum told me anyway. If i'm wrong then sorry.
Chances are that if you leave it on this time then you will have 2 tail tips retained next time. I usually wet a piece of kitchen roll and gently hold the tail with it allowing snake to pull his tail through it. Failing that you could give him a bath and let him soak it for 10 minutes and then slide through a towel