Conscious people do it as their personal preference. They might cover their mouth while being inside the house but at outside, office, workplace or any public place, they( almost all of them) cover their mouth. I do it too.

To me, the sound of yawning is more important factor to consider. Some people make earth-shattering sound while yawning. It makes me so angry and bored that I get the urge to unalive them on the spot.