There is definitely a difference for no covers, and that's been measured many times. Is it a positive difference? I guess that just comes down to taste. Typically, without a cover, most pickups are a bit brighter than they would be with covers on.
And speaking of cover material...
One of my favorite sets of pickups, is what I installed in my #1 Zemaitis metal top guitar, a set of 12 Pole Kent Armstrongs. These pickup are encased in EPOXY, and Kent even ships them with epoxy pickup rings. I have many traditional guitars with classic style PAFs, and since I use this guitar to play my original music, I wanted something that was unique.
The reason that I bought them, was because I heard a demo of an original Zemaitis guitar which featured these pickups, and I heard something in that tone that I liked. So I called Kent Armstrong and asked him of he still wound them, and he said he still does, exactly like the originals that were in that Zemaitis.
They required a little work to get them to fit into my Zemaitis. I actually had to make spacers to get them to the right height. I made the spacers by sanding down a set of larger epoxy rings that Kent sent me. It took me a long time to dial them in. It was a bit time consuming getting the pickups and pole pieces where they sounded best, which was a close to the strings as I could get them without the stings touching the pickup, and the poles set parallel to the strings. But it was worth it, because these pickups are great sounding. The clean tones are fantastic, and they sing through the dirt. I have them wired G&L fashion with a passive PTB system (individual volumes, low cut, and master tone).
And making the spacers wasn't the only thing that was odd about these pickups I actually had to wire the pickups on the bottom specifically for how I was going to uses them (parallel humbucking, series humbucking, or switchable).
Here's picture I found on the web to show this...