The covers you've seen may be transformer covers. Transformers are big and rather ugly. The look better hidden under a cover of some sort. Typically a squarish rectangular box of a cover. The cover can also act as some shielding to protect against electrical interference and hum.
Tubes are usually left out in the open. Tubes look nice and if they are out in the open they are easier to access when they need to be changed. Sometimes the tubes can be under a cage of some sort. Depends on the aesthetic design of the amp.
Tubes were put inside cases during most of the "golden years" of vacuum tubes. This was to protect the tubes and keep fingers from getting burned. Only more recently have tubes come outside the cases - people like the novelty of seeing them.
Funny thing is that lightbulbs were exposed in the early years because they were new and exciting to look at. Now, everyone wants a bulb in a fixture.