I'm fairly sure the biggest risk from BS1363 compliant fittings is injury to to bare feet caused by exposed plugs.
You only do it once though!
That is actually a direct consequence of a safety feature of UK style plugs, since the cable is deliberately taken out at rights angles to the direction of insertion, to discourage people from pulling on the cable to remove the socket, and damaging the cable or it's connection to the socket. If the cable did come directly out of the back, as typical with US and European styles, the pins would be parallel to the ground, and wouldn't stick up!
The UK plug design is considered to be one of the safest in the world, having been designed from scratch to have many safety features, and having been improved progressively. It's also one of the most expensive designs of plug and socket in the world! I'm perfectly happy with it, and likewise with not using pointless (and potentially dangerous covers) over sockets.
Whilst there's probably little evidence for the covers causing problems, they could, whilst they really have no effect on making the sockets any safer. So there's a clear non-risk vs a definite potential risk. Sockets aren't designed to take these things, and the covers aren't designed (or tested) to be safe and reliable.