Mark, the KotW discussion is different because of one very important point: where would the protected EC go? If it can't be removed from the fortress, then doesn't it have to stay on the fortress no matter where the fortress goes? If not, then an opponent's card removed it from the fortress, which it can't do. If the fortress is shuffled, does the EC hang suspended in the air for all time and eternity?
In this case, the Covering stays on the artifact, and the artifact can stay exactly where it is.