I don't know a whole lot about pickups, but I will say that when I had one of my customs built, I asked the builder at the 11th hour to add wood pickup covers. He grumbled (literally) that now he would have to match the sound again for the preamp that I had asked him to put in. He was concerned that the covers would muffle the tone.
I guess the point is, some pickups are designed to be covered and some are not. Or at least I think that's what he was trying to tell me.
Peace,
James