Sure the rulebook says the pitcher cannot 'wear' something on his/her pitching arm/hand.
(Though I'm not sure ALL rulebooks say that after this:
http://www.fastpitch.it/immagini/200...as%20068a.jpg)
In my opinion, bandaid on a finger is part of this rule.
It's illegal.
Will I ask the pitcher to remove it during a game? Can't say that for sure... It depends on many different factors (e.g. he/she's using by this means a foreign substance, e.g. the opposing coach ask me to check it and/or to enforce the rule...)
A.