A minor change really, but my print copy codex supplement covers that I own, have slip covers. According to this, the books will no longer come with these. Covers at least for the latest Space Wolf supplement.
via a reader on Faeit 212
I picked up Champions and Fenris and when my copy came without one I emailed customer service and got this response:
Thanks for writing in to us. One of my co-workers just got back from GenCon, and he said all of the copies they were selling were not supplied with dust jackets.
Sorry for the confusion, but I hope this helps.
Don't know if that means that there won't be any in the future, but for the time being it sure looks that way.