Honestly, the only reason I order ones with lids attached is when I'm teaching undergraduates so they have one less thing to keep track of.  Otherwise, they all seem to work just fine in PCR machines, centrifuges, bead cleanup, qPCR machines, etc. so it's just personal preference.

I hear from several researchers that it is due to highly sensitive samples. For example there is a higher risk of contamination with the ones that are unattached. Is this not the case?