All I can think of is that a) the protective covers keep dust & grim off the battery terminals and b) more importantly when you are laying spanners or metal tool boxes down on the engine bay have the terminal covered prevents electric shocks.

personally if you are happy that you have the correct battery size & amperage and the new battery was a fair price compared to the high street "H" I would not worry.

Different manufacturers design their batteries differently. If the physical size is correct, the terminals are in the correct location and the AH and CCA ratings match you have nothing to worry about.