Don't think so - I've used all sorts and not had a problem with any of them (apart from the sawdust pellets). I can see why you might want a cover on, but like I say, maybe it's not letting the air in.
I just have a large, open tray - I scoop out solids like pagey3, and give it an occasional shake (the cat has a habit of using the same spot for one and the other).
After Cat's laid solids down, he gets off the tray, and turns around to cover it with litter using his front paws. Maybe your cat's not able to do that because of the cover. Is it the solids or liquids that's causing the offending smell?