I think the pistons are made of a phenolic resin and the caps are to reduce abrasion/wear to the pistons, as the pads slightly chatter around when not applied. Realistically, In the life of the caliper, I don't think you'd see any appreciable wear. Maybe after a few thousand miles, pull that caliper and have a look? If it were me, and it bothered me (which it doesn't) I'd just replace the entire caliper.

 

Ya, I guess I'll check it in the spring when I put my summer wheels/tires back on. I'm not too worried about it but figured I'd ask just in case.