Your question leads us to another possible reason for someone taking the covers off his pickups.
Feedback generally comes from an electric guitar that's held close to it's own amp. The more volume and distortion you use the more feedback you get.
But there are two different kinds of feedback. One is the unwanted microphonic feedback which sounds awfully squeaky and comes either from hollow- body guitars or from unwaxed or badly waxed pickups and / or pickup covers. By removing these covers you could reduce microphonic feedback. Since Jimmy Page was well known for volume and distortion this could make perfect sense for him. If you get unwanted microphonic feedback because of your guitars hollow- body you'll have no other choice than to either accept it or to reduce gain and volume.
The other kind of feedback is the harmonic feedback which is desired in a lot of settings. You just take a solid- body electric guitar, play a note, turn up amp volume and distortion and move the axe close to the amp. By carefully turning the guitar's volume knob up or down you can keep some control.
Don't try this at home... your neighbors will be thankful.

Alex