I didn't use one for about 6 years, then my winch failed big time. It's a warn 9.5ti, water had gotten past the seal for the planetary gears and rusted the internals together, seizing the engagement cam, froze the winch in the engaged position, causing me to have to line in and line out, burning the motor out very quickly. Warn wouldn't warranty the winch. so now I have a Superwinch epi 9.0 and I use a old spare tire cover to cover it with some bungi cords, it's what I had and it works perfectly fine.
regarless of where you live, I say take the extra caution and cover it.