Should you encrypt the system databases?

The answer is "NO".

When you attempt encrypt a system database, SQL Server complains:

Cannot encrypt a system database. Database encryption operations cannot be performed for 'master', 'model', 'tempdb', 'msdb' or 'resource' databases.

However, it's important to realize that any successful encryption of a non-system database will cause TempDB to be encrypted automatically, to protect temporary objects. In fact, even if TDE is later removed from the user database, TempDB will remain encrypted.