You don't really NEED one, but they come in handy at times (like when it's pissing down rain, or the winds are throwing fine dirt/sand in the air, which gets into everything).
I have gotten thru a good day of rain with a light packable cheap parka with elastic at the sleeves and a Scope shade with flip cover. A wash cloth or small towel also. Stuff always with.
but it comes in handy at classes when I have stuff laid out and we go on break and I dont want everything exposed to blowing crap or to just limit some sun baking.
its also handy when I go to a freinds land and carry the rifle in the field but dont want to have full duty luggage. Pushing through the woods it keeps crap off the rifle and is some protection riding around in a bouncing four wheeler.