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The correct choice emphasizes the importance of maintaining safety protocols regarding gas cylinders. Gas cylinder safety valve covers should be in place at all times except when the cylinder is in use. This practice is crucial because the valve cover serves to protect the valve from damage and contamination, and removing it when the cylinder is not actively being used increases the risk of accidents, leaks, and unintended discharges.

During transportation, while the valve cover is beneficial, it is often the case that cylinders are secured in a way that minimizes risks. Similarly, when stored in a safety cabinet, the environment is controlled, and cylinders are not in an active state where risks are heightened. An empty cylinder still may hold residual pressure or gas, so generally, safety covers must remain on unless actively engaged in a work operation. Understanding these safety protocols helps ensure a safe working environment in construction and industrial settings.