We build transformers and/or coil windings where I work at and almost all of them either get dipped in varnish, or get encapsulated in epoxy. Most detector coils I've seen have the windings encapsulated with an epoxy (usually on the bottom). The plastic coil housing is hollow to start with, the coils are wound on a form, and then placed into the coil housing. Then the housing gets encapsulated, which serves a couple purposes. It protects the windings, and it prevents the windings from moving relative to each other, which could drive you nuts with falsing as you sweep the coil. The cover is there really to protect the encapsulation material, assuming it is exposed on the bottom. If you don't use a coil cover, as someone mentioned already, you could put a deep nick or scratch in the epoxy and possibly break the magnet wire that forms the coil winding.