To answer your question, the only time I would get a cover for the hot shoe is when I want my camera to have an aerodynamic body. I.e. say when I am taking pictures while riding a bike so it present the least air resistance.
In any case, I have not seen one sold anywhere. But you could find one from those old days SLR cameras. I think some have this hot shoe cover which will fit the DSLR quite well.