Yeah, it looked like the antidote was applied through the collar as well, so carelessly removing it could leave them without any way to get rid of the currently active poison.
This seems like it's a good way into comedy, but it hasn't got that tag? Does it get a lot more serious as it goes on? I suppose it would, as people die.
The rest of them specifically intended to go there and play the game for the chance of getting their wish, so they may not want to take the chance of dropping out by destroying their collars.