Is it safe to post it back without the orange cover?
It looks like the orange cover is some sort of proprietary procedure used on their assembly line. On the automated assembly line they cannot afford to assemble the CPU and heatsink using traditional and accepted procedures using thermal compound. The orange cover may be their way to ensure automated assembly. I am not 100% sure on this but if I were doing this I would re-assemble in the traditional way (without the orange cover).
When you take the orange cover off you will know its function and whether it should be used for re-assembly.