Since some of you have interest in this sort of thing........ the caps will have a thin scored area on top with the intent of having it break open there. Normally this appears as three lines from the center out. I found a picture on line of a blown one.

- cap 1.jpg (44.96 KiB) Viewed 3875 times
Some like the ones on the shopsmith are oil filled so when they pop they drip oil. The are also loud, very easy to notice because it is like a firecracker pop.
So the cover not only keeps the dust off it keeps the oil from spraying. Some more expensive caps have a jacket to contain the mess and are always mounted in a certain orientation.
The toroid coil is more likely to have a solder failure because they are often just mounted by the leads and thermal issues can along with weight tend to be hard on the joints. A better design is to mechanically attach the toroid but that is often not done due to needing a carrier and that adds cost.
There are various rtv coatings that can be applied with pretty high voltage break down specks, again added expense so........
Any large leaded devices that have large thermal changes can be a problem and guess what you have in a power supply, yea lot of those parts.
Many years ago when looking at some cheaper PC power supplies with a lot of failures we found that a company was taking a much smaller and less capable cap and put it in a large can so it would look like something that it wasn't. Could not believe people would do that but there they were.
Ed