Using numerical simulations, we study the effect of disorder on the optical properties of cylindrical aggregates of molecules with strong excitation transfer interactions. The exciton states and the energy transport properties of such molecular nanotubes attract considerable interest for application in artificial light-harvesting systems and energy transport wires. In the absence of disorder, such nanotubes exhibit two optical absorption peaks, resulting from three super-radiant exciton states, one polarized along the axis of the cylinder, the other two (degenerate) polarized perpendicular to this axis. These selection rules, imposed by the cylindrical symmetry, break down in the presence of disorder in the molecular transition energies, due to the fact that the exciton states localize and no longer wrap completely around the tube. We show that the important parameter is the ratio of the exciton localization length and the tube's circumference. When this ratio decreases, the distribution of polarization angles of the exciton states changes from a two-peak structure (at zero and ninety degrees) to a single peak determined by the orientation of individual molecules within the tube. This is also reflected in a qualitative change of the absorption spectrum. The latter agrees with recent experimental findings.