Hi Josi,
If you are doing a warm infusion (so on the stovetop) with a dried herb that is not very aromatic, then cheesecloth will be fine no need for a lid on but you can. In this case it doesn’t matter so much.
Where it matters is if you have an aromatic plant that you are doing the warm method with. You will want a lid on to make sure all of your aromatic oils do not evaporate into the room.
With warmth,
Benna