HI
As with most things in life the answer is……it depends! I have a VPI HW 40 with a dust cover and it works and sounds the same with the cover up or off. If you want that extra bit of assurance that the dust cover won’t negatively impact the sound, you could attach a piece of bubble wrap on the underside of the cover and away you go. My VPI HW 40 is used with a Kisiki Purpleheart and Sutherland phone stage.
Cheers
Jerry