Sponges or covers on the intakes are not always necessary for fry, especially not platies or guppies as they don't have the habit going in there at all. Bottom feeders like corys maybe, because they like "sniffing" up and down the intakes or anything that looks interesting and sticks out vertically, but middle or top type of fish just swim rigth to left or the opposite. Sick fish is another story of course, they get sucked in because they can't be bothered swimming anymore. Putting a sock or tights over the intake can severely cripple the flow and oxygen reaching the bacteria, thus affecting the health in the tank so be careful with that. A coarse sponge regularly squeezed is a better idea as it doesn't affect the flow much, doesn't clogg easily and prevents any adventurer going to the "underworld".
Internal Fluvals are fry and shrimp safe in my opinion, I've got 4 of them(two U4s and two U2s) and I have never got fry or shrimp getting sucked in. They've got the sponges immediately behind the black grills so nothing can go in unless they make a hole in the filter. I've seen my shrimp landing on the intake sides muching onto something with no bother, inclusive of tiny shrimpletts.