If you asked for one and didn't get it, bin it. Failure to follow instructions, shows lack of care, interest, or competence (unless it's a role that requires no paper handling I suppose)
People will say "You might miss out on the best candidate"- realistically you're not likely to choose the best candidate anyway, there are more factors making this unlikely than likely.
The worst mistake I ever made was to try and evenhandedly and methodically review a huge applicant list to get the best candidates, fairly- by halfway through I was losing my mind and looking for excuses to bin them. Far better IMO to do a high level cull or two in order to get the survivors down to a realistic level. It feels wrong but IMO it's the most realistic option.
I really dislike standardised covering letters for that matter, just shows a lack of interest. I understand why people do it but I reckon if they're at the point where they're submitting a hail of applications and aren't sufficiently interested to tailor their covering letter, there are probably other candidates who are. I'm just back into work but if I'd ever caught myself applying for things with that little thought I'd have been pretty unhappy.
