When you are baking the chicken and rice casserole, you do not have to cover the casserole. The cheese on top will create a barrier that prevents the rice from drying out. However, if you are cooking the rice on the stovetop, you will need to cover it while it cooks. This prevents the water from evaporating and keeps the rice moist. If you do not cover the rice when you are cooking it in a pot on the stove, the water evaporates, instead of being absorbed into the rice and the rice doesn't cook properly.