Well hang on a second..... which little cap? The open-at-one-end cylinder that fits over the spout that is an airway to your beer? Or the flat soft piece that caps off the whole thing and just has tiny little holes in it that let CO2 out?
Because if you're talking about that flat plastic piece, I leave that off sometimes, with no ill effects.
But if you're talking about the inner one, yes, there are no stupid questions, except that one.