Do the STi foglamp covers actually "cover" the foglamp assembly, or do they just replace them altogether?

They replace them. there is no foglight there.

Somebody on NASIOC told me that you could put the covers on top of the foglamps, but you had to remove the little plastic peice that surrounds the lamps themselves. Thus your lamps are covered up (and kind of ugly when the covers are removed), but you can still use them if you have to by taking the covers off. I haven't really verified this. I'm just passing the info along that others have shared with me.

ive seen these covers / replacements a lot on uk cars and never worked out why people wanted to remove something they paid extra for and a big feature in the front of there car?

weight thing?

The WRX in the U.S. comes with foglights as standard equipment, so we didn't pay extra for them. The '02 and '03 models have covers they can buy that the foglights still shine through, but the '04s don't, so we buy the STi covers.