In the olden days when the dustcovers were attached (hinged), the recommendation was to leave 'em up when playing. On the one hand, yes, an open dustcover might act as an "antenna" of sorts to pick up (for lack of better words) acoustic resonance, but, on the other hand (and more seriously, e.g., here in the Northeast in the wintertime) a pretty prodigious static charge can build up under a closed dustcover when a record is playing. It is not difficult (in the wintertime) to demonstrate this: with a record playing and the dust cover down, rub a finger gently back and forth on the top of the dust cover above the arm. It is not unusual to see the arm levitate away from the disc and stick to the now-static-charged dustcover!
Don't do this with your $5000, fixed-stylus MC cartridge, 'K? ;-)