I agree with all on this as thee are usually 2 that hold the cap on. They are not on there to prevent theft of the tire or wheel, they are there to prevent the wheel liner from coming off rolling down the road.
On my wheel covers I don't have this and after taking off and on a few times the claws that hold them on start to get weaker. So I have gone to the stainless zip ties and put 2 on each wheel cover and through the wheel holes to keep them on. I'm thinking of just taking the liners off except they do look better with them on.