I'm not sure about all skimmers, but I believe you need the cap to help catch/condense the foam, and hence collect it in the cup. I think that it may have something to do with humidity and surface tension. There is the odor issue as well!
I have been doing some reading about the model I have and I have not seen 1 good review about it. Every review that I have seen is basically calling it a big POS. It came with the system when I bought it think maybe I should replace it? If so what would be a good one to look into?