Yes they do but so does your hand placed over the viewfinder.
To take this shot last week I had the sun behind me. Without covering the viewfinder I got a strong veil and very low contrast image. Unfortunately, my viewfinder cover was attached to strap I forgot to bring. Luckily my hands were free during the exposure, so I retook the shot and got a crisp constrasty image. The image you see was cropped to a 2:1 aspect ratio and resized for display but no other changes were made to it.
The different it makes is proportional to the amount of light and the exposure length. In this case it is a worst case scenario because it was bright light behind the camera and a 15s exposure (thanks to an ND400 filter).