How bizarre. All the BNC protective caps I’ve ever seen so far are exactly what you wish for: a rubber surface inside and that’s it. (Edit: exactly like in Martin72’s photos.) A protective cap has no need for a pin, and it seems like an added cost!
I suspect that the caps you have weren’t designed to be protective caps, but shorting plugs. (0 ohm terminators, so to speak.) Those definitely exist, too. I’d never use one as a substitute for a basic cap, though! (Why wear out the jack’s female contact when not needed?)
Of course, the existence of shorting plugs doesn’t excuse the shoddy manufacturing of the ones you got.