People spend tons of money to reduce any adverse effects on their turntable caused by vibrations. Removing the dust cover while playing a record is probably the cheapest way to reduce microphonic vibrations that will cause distortion in sound. Some cheap turntables with cheap cartridges may not make much difference with or without a dustcover because the sound is already pretty bad, but very revealing high quality cartridges may suffer from such vibration especially when you listen to music loud with the dustcover up. The dust cover will pick up the sound wave, however small, which may well cause vibration.
