Yah I would get that replaced. That cover helps prevent debri and dust from getting trapped on the shaft. It's a last line of defense after the dust boot. As Steve said Konis are a good product, want to keep them in good shape.
If you ordered from a reputable vendor they should take care of that.
12 Black GT500 SVT PP l 2.6 Pulley/Idler l Airaid l o/r X l 305 NT555R's l Recaros l
04 Azure Blue Mach 1 / 03 Sonic Blue 3.8 / 14 Sterling Grey F150 FX4 402A 5.0 / 11 GT500 R.I.P.