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Last week I changed my chain. It was so rusted it was getting more and more difficult to bend the actual chain. Yeah I know, should have replaced it before. I also had to replace other rusted parts on my bike. Just didn't have the need to change valves. I pump my tires a few times a week. No issue at all. Besides, valve caps on a bicycle are just plain anti.
Valve caps on presta valves are designed to protect the inner tube from punctures while in the package and when it's in the back pocket of your jersey. You are supposed to throw them away when you install the tube.