I am not sure the credit card sleeves are required with the new generation of chipped cards. Some of the older cards had true RFID chips that could be easily read from a distance. I have not been able to find a definitive answer about the risks from the present generation of chipped cards, but I figured why take a chance. My bank has the sleeves available if you ask for them, so I think there is a risk, however small it may be.

As a general rule, although chip and pin cards are better than swiped cards, they are still fairly vulnerable to hacking/fraud. See https://www.youtube.com/watch?v=Ks0SOn8hjG8