It depends on the recipe and what your preference is. Covering lasagna with aluminum foil helps it to retain moisture and potentially cook faster. Still, retaining moisture can cause the noodles to be soggy. I only cover with foil when baking a frozen lasagna because of the longer baking time (I then remove the foil 30 minutes before it's done baking) or if I keep the lasagna in the oven on warm after it is done baking (in order to prevent the cheese from burning or drying out).