I am not an expert, but I believe the plastic faux-horseshoe pickup cover receives at least a couple of layers of plating, perhaps copper, perhaps nickel, perhaps chrome on top. Don't know. Usually plastic is "chromed" electrostatically. Perhaps some actual plating experts can chime in here. Anyway, it is likely that the metallic coating provides "some" shielding to the otherwise naked windings of the pickup below. The bass-position pickup has a tight-fitting metal cover.
I don't think it is accurate to say that "most everyone" or "90%" take the cover off. There are probably just as many who remove it as find it necessary for the way they play. Not to say that Lemmy is a "typical" player, but he's even ADDED A COVER to his 4004LK because he rests his hand/wrist there. The 4004s have no cover, so he screwed one onto his. I've possessed more than 20 Ricks, and although I won't count myself as being a musician or even an active player, I removed the cover on only one of mine but replaced it a few years later. I play with the thumb or pick and need that hand rest.