Covers are mostly aesthetics, but they do change the tonal characteristics of a pickup.
Most companies compensate for the difference though, so it shouldn't matter to you, beyond whichever one you think looks better.
One hint though, if you're going to replace pickups, do some proper research first.
Output differences can cause issues with volume drops/rises when switching between pickups, and since there are hundreds of different pickups out there from different brands, it helps to look for soundclips.
Some brand suggestions : Iron Gear pickups, Seymour Duncan, Dimarzio, Lollar, Bareknuckle Pickups, Lace, Kinman, EMG (wouldn't use these unles Metal is your only choice of music), Bulldog pickups...
And the list goes on.