Why do some RJ45 plugs have the lock release clip under a rubber cover?
From my experience, those retention clips break off a lot on the first sort of cables - those are fine for cables that are well protected and/or going to be plugged in and forgotten, but the moment those clips bend the wrong way, they break, and you end up with a cable that dosen't clip in place. They also snag each other sometimes and are just a PITA.
Cable boots (yes, that's the proper name for them) keep cables from snagging, those clips from breaking, and generally ensure the cable dies from other things, like rabbit attacks, pruning shear accidents, and backhoe incidents. On the other hand, those cables are not slipping out from their sockets because a tiny bit of plastic broke, and thats what's important.
Feel free to remove them, or get cables without them, but I personally find them pretty useful (and cables with them tend to be better made in many cases). They have no major structural or electrical purpose.
When retracting a RJ45 plug through narrow tubing or around corners, the clip tends to snap off, effectively making the network cable useless in most environments. The rubber dome (most commonly referred to as a cable boot) nearly always prevents that from happening.
You wouldn't know how many network cables I've seen with broken off clips.
That's an anti-snag boot meant to protect the clip when pulling the cable through other cabling, conduit, and other tight spaces. You can carefully clip it off if you don't care about the anti-snag capability.
There are some other anti-snag styles that can work better in tight locations:
I've found that first style works well in our 48 port ethernet switches where the high port density (and awkward location at the top of the rack) can make it hard to press the clip on a traditional anti-snag boot as pictured in the original question. However, since the clip is not fully enclosed, it's not completely immune to snagging, but in practice it's a good compromise between performance and usability.