This is correct. I user to drive marked police cars to workshops and service depts. They always had to have a black cover over the blues. Also, the 90s (think they use some jap things now ) used on the Dartford crossing have blue flashers. These also have to be covered up whenever a vehicle is taken off the bridge and onto a "normal" section of road.
As for Orange/Yellow beacons, I also believe that you should only have one permanently mounted if you really need it and I think it is very sensible to cover it over when not in use.
One thing that has not be covered, and I'm sure someone will correct me if I am wrong, is that the rotating beacon style of light is no longer/soon to be banned on any vehicle working on roads or motorways like highways maintenance.
Matt.