Step 1: Recall the effect of surface roughness.
Surface roughness promotes an early transition of the boundary layer from laminar to turbulent.
A turbulent boundary layer possesses greater momentum near the surface.
Step 2: Determine its effect on drag.
The delayed flow separation caused by the turbulent boundary layer reduces the wake behind the cylinder.
Consequently, the pressure drag decreases.
Therefore,
\[
\boxed{
\text{The drag of a rough cylinder is lower than that of a smooth cylinder.}
}
\]
Hence,
\[
\boxed{(B)}
\]
is the correct answer.