I recommend keeping it if possible. They serve a couple of purposes.

They keep heat in, where it is needed, cause believe it or not, hot brakes have better stopping power. Considering we aren't driving F1 cars, we don't get THAT hot, but the heat is actually good for spirited driving.

They keep as much moisture from the undercarriage possible away from the hot rotors. Over time, rain, snow, etc. moisture getting to those hot rotors easily will warp them.

The heat is trapped inside the rotor chamber and away from soft internals like brake lines, etc, that can sag and melt over time.

Protection of inner rotor facing from road debris.

I am thinking you could get a used one somewhere. Thinking that maybe even a new one wouldn't run ya too much.