CPUs

If you are talking about the flat square Tin plated Copper heatsink on some CPU.
I would leave them on.
I read that under that heatsink there is either a Sliver or Gold splash of paint that's used as heatsink paste between the actual chip die and the Copper heatsink.
They mentioned that 'one in X amount is Gold', that's part of their profit. If you send them in without the cap they don't get that $1 (value$?) and it costs them in the end.

I expect its like the windowed eproms, sometimes its Gold wires with a Gold splash under the chip die.
Most of mine are Silver wires and Silver splash. Its a % thing I guess.