While I can't speak for HP, the short answer to your question probably is "yes".
95% of all TI-83/84/89 units I see do not have the slide cover. Students have lost them. Yet, TI paid for the manufacture, shipping, etc., of that piece of plastic...just to have the student not care it was ever there. Why not save a step and $0.50 per unit by not making the thing in the first place? And, this is on an $80-150 calculator.
I've been using a 12c for ages and have no idea the last time I saw a case or slip cover.
I'm glad you seem to view the 10bII to be a collectible and want to take care of it. :-)
But, it is a $30-ish calculator which is probably not intended to be viewed as a treasure 30 years from now.
FYI: I don't think the 10b2 old design ever came with a case, so this is no change at all from HP's last 6-7 years of selling HP 10b2 models. Certainly no shocker.