I always use the plastic caps on both presta and Schrader. I've always felt they are another layer of protection for keeping dirt out that might cause a valve to leak. Maybe it only happens once every other blue moon but once anytime is probably going to be the worst time for it to happen.
I don't look at other peoples wheels to see what they do for their valve stems. I don't know why they should be looking at mine and care whether I do or don't.
I even use the little nut that goes on the presta stem too. I guess I'm a maverick?!