I hadn’t thought of something like this yet… There are a couple forum threads already out there that accomplish the same goal: 3D printed carrying case and a repurposed memory card case.
What you are specifically looking for are little caps that grab the locking lugs… I’m not sure there is enough “grab-a-bility” to make a sleek looking cap without relying on the USB plug itself for support. Of course, that would defeat most of the purpose!
I think what you’re suggesting could be made, but it would only be a step or two away from being one of those aforementioned carrying cases.