I really do think that you should replace those caps. In place, maybe with a bit of grease or dab of silicone to seal them, and assuming you have now sealed the tubes on the inside, the only moisture in there would be condensation....and we know that it takes warm/cold surfaces to produce this, highly unlikely inside a rocker panel IMO. Leaving them open just gives the water a 100% chance of getting in, and in our winters, you'll maybe get some salt in there with it too.
If you're worried about grease stiffening up in the cold, just get a small container of snowblower grease, the kind they use in the differential, I think it's called Alvania or something like that. I used it on the regulator gears and tracks of two of my Mazda power windows to keep them from slowing down in cold weather due to stiffening.