A cover letter might be useful if you have a complicated case, or one with lots of red flags, and you want to explain to them in detail the development of your relationship. Might be handy to avoid that dreadful interview.
My wife and I didn't have many red flags, but we included a cover letter anyway. Her visa office had a quoted 30 month average processing time, she got her PR visa in about 6 months. Also another member here, who I helped with his application, had lots of red flags with his Indonesian wife, but I suggested to him to write a detailed cover letter to explain his case. His wife, although took almost a year to get PR visa, managed to avoid the interview.