When I actually had use for surefire lights, all of my weapon mounted lights were covered. Primarily to prevent accidental light exposure (even if locked out, for assurance). Now, if you are looking for a cover for nontactical purposes, I assume to protect your lens, why not a beam diffuser or a red light filter. They may not be as tough as the covers, but they do protect your primary lens and give you added functionality.
As to your other questions, they do not damage the light while they DO significantly add to the bulk factor (excluding the e- series filters, I believe).
I was just browsing for a dive light, saw your post, and thought I'd put my 2 cents in. There are a lot of people here that are intimate with surefire products (and I mean probably sleep with the catalogs). They will be able to help out further, I only know as far as I've used them. Hope you find what fits your needs.
