Yes you are right, I do not fleece lettuce over winter (in our damp climate) for that reason, the risk of mildew. Winter Density is susceptible, also to slugs nibbling its stems.
Fleece is rather overused on winter salads which are designed to be hardy. For instance some Grenoble Red lettuce I planted three weeks ago, straight from the greenhouse (!) and before a spell of frost, has all survived and looks healthy!
Fleece comes into its own more from mid February when there is more sun to warm things up underneath it, and lower humidity.