Sleeving glass is very important when you work with colors or materials that can burn out easily from the heat. This could be as simple as a color like Cherry or any cadmium color. It also prevents burning out dichro, iridizing and opals. It also allows colors that may not work well, to get thinned out with the clear glass, making the colors more workable.
Sleeving also adds depth to the color, which is like a glass. I know it is glass, but it does seem to be more glossy with more clear on top.