At my gym they have all these machines I think they are Alpha line- By Omega

You know how all gym machines are, steel cables going around pulleys conencted to the weights/handle.

Anyways, the gym I go to now there is a clea/whitish plastic cover on all of the steel cables. And some of the machines it has broken..

Is this not meant to be removed? Is it not just to protect from rust during storage?
Or am I off ont his, is it meant to be left on?