I think the point is that if an HM is in pain then they have the right to remove the source of that pain. They are in there to be humiliated and to lose all privacy for the duration of their stay. They are not there to be physically abused by other HMs or BB. If she was afraid that the pain she was suffering could lead to more serious consequences, then good on her for removing it. It is after all only a game show. There is no need to make yourself ill for the sake of the game.
Had Lesley removed the neck brace because it was hurting her neck, then that also would be perfectly ok.
One interesting point. BB didn't use the removal of the splint as a reason for one of the fails. It was that she was walking without the crutches. So it seems that BB allowed for the removal of the cast, so the whole arguement about removing it is completely void. However in the bitching fest about her failing the task for them, it was specifically stated that she had failed them by removing her cast, which clearly wasn't true. If it were then they would have had 4 fails on that day.
In the workplace for example, you have to be specifically trained to administer first aid. Unless all the HMs have been on first aid training courses, none of them should be 'playing' with medical equipment. I know that nobody is actually injured, but messing with this stuff can be seriously dodgy.