Star-gazer--don't worry about it. Mythbusters is entertaining and has some validity to their stunts. The cost of setting up a 'scientific/reproducable' test would put testing most of these myths too expensive to do.
I do remember reading several scientific/reproducable test by colleges and one with a wind tunnel, and none of them came up with any remarkable gains/losses in mpg by use/no use of tailgates and bed covers. I would think there are too many variables, particularly in pickup beds year-to-year, that would allow a permanent answer to the question.
'05 36TK3 Mobile Suites
'10 F450 new to me
'09 F450 Lariat 4x4--died