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I keep it on, give more protection. Don't think there will be any heat problems for most people.

Many say to leave it off so you do not lose it.  But maybe glueing it on will help.  If it comes off fairly easily would probably leave it off to be safe.  Apparently you need it if the screen gets stuck on really tight.

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Hello there osmonauta. Thank you for reaching out and it great to know that you were able to find the information needed on the DJI Osmo Action 3 user manual ( https://dl.djicdn.com/downloads/ ... _Manual_v1.0_en.pdf ) . Thank you and have a nice day.

osmonauta Posted at 9-26 12:30
Opps, I was wrong. This is from the manual:

"Recording videos of high specifications for an extended time may cause the Osmo Action 3 lens protective cover to heat up. Install the rubber lens cover to prevent overheating."

So the manual says it prevent heating up when leaving it on, I guess it would be oposite

This is similar logic as the OA2 and its plastic magnetic case that allows the cam to flip right out.  Add a plastic case to absorb heat buildup vs burning your fingers against metal.  Same with the rubber ring.  It seems more a user safety issue vs actually reducing heat buildup and preventing overheating.  Adding rubber or enclosing in plastic - keeps more heat in.