I've got two pairs of B5D's, one much older, that haven't shown any signs of dust. The older pair actually got a bath in soapy water recently and have been as good as new as far as I can tell. Paper test has not resulted in any dust, but I still check every time I use them.
The thread protectors do require a bit of force; I would say use your judgement and since it's soft plastic, it wouldn't take much effort to increase the inside diameter by just the slightest bit with a sharp knife so that they snap on but still fit snug.
I think the better question is, how bad is frequent removal of capsules? For storage and transport, I'd prefer that the capsules are in their dust-free vials and that the thread protector caps are in use, but reality may dictate otherwise. The threads are fragile and I have seen Collette cables with chips in them. So... what's the best way to transport and store bodies or active cables with the capsules left attached? Have seen some interesting concoctions with film canisters and bubble wrap, but would prefer something slightly more elegant.