I agree that this is a "situational" or "case by case basis" kind of thing...There are birds who have night-frights or become suddenly woken by things and need covered...if you keep your birds in your living room/family room/den where you watch TV or talk a lot after their bedtime then they need covered...some birds just don't go to sleep when put inside their cages, even in the dark, if they're not covered...it's just up to the owner and their particular bird...
***If you find that your bird(s) are not going to sleep when they are put to bed inside of their cages, or if you think you may be keeping them up, etc., then you may want to at least try covering them to see if it helps...
Also, keep in-mind that they do need 12 full hours of sleep every night, and having them on a "Natural Light Schedule" is extremely important to controlling hormones, especially in female birds who are continually laying-eggs, so you usually do want their cages near a window or at least in a room WITH a window, so that they can see both the sunrise and the sunset every day, so sometimes covering them with a transparent cover/sheet (so they can still see the sunrise/sunset) is necessary as well...