They quite often do cover the glass, but on the sites I've worked it leaves loads of glue, and this can be worse than mortar and paint.
The suggestion about covering yourself for damage I'd pay particular attention to, because quite often the windows are in such a state that you wouldn't notice if there was prior damage.
I would change quite often to absolutly always. Every single builders clean that I have done have uncovered damaged glass. It is absolutly vital that you get a signed disclaimer for damaged glass before you start.
I have had to fight my corner once or twice, and it can get a bit hairy when it involves a few pieces of glass.
I don't need to go near them these days, but I got a special invite to work for a high end builder. Even though these boys work to a very high spec, and the site was always spotless clean etc, there were scratches and dings on every house.
With this one I didn't actually have a signature, but we had discussed it and shaken hands on a disclaimer, and in that case it was enough.