It depends… as so often. If you have lingering couch grass, or many weeds in autumn, it makes sense. If you have spare plastic and want to try a winter cover, have a go, maybe try one or two beds and leav others uncovered. Compare growth next year. I find that a winter cover is not actually necessary and can encourage some build up of slugs.
I think the idea comes partly from chemical gardening and the use of water-soluble nutrients which are washed out by winter rain. By contrast, nearly all nutrients in compost and composted animal manure are water insoluble, becoming available to plants in warmer spring and summer weather. I should love to know whether no dig, which allows soil organisms to flourish, can help nutrient retention through means of the bacteria, fungi, protozoa, nematodes etc which feed on compost and then decay themselves to become food for other organisms and, ultimately, plants. In other words, they act to create and maintain a larger larder of plant food.