Dumb question, I'm sure, but...Regarding T2, T4, T7, and T9

Is the little plastic piece important? As I was connecting my pigtails, it just popped right off…well, 3 of the 4 did anyhow.

I’m wondering if it will affect performance. I ask because if I hold the housing, the noise drops and the signal boosts noticeably. Thanks in advance.

AFAIK those are only for mechanical considerations.