They are Ford covers only sold by Ford and Ford re-sellers. It's a license thing and legal thing. That's why Fords "kit" has covers, because strictly speaking pillar lights are not legal so in order for Ford to sell them, they have covers (same reason the 2nd pair of fog lights on the Raptor has covers).
On a side note... Based on what I've seen in the Bronco world, the Ford Rigid "pillar kit" isn't that great because they don't use good hardware (it rusts from what we've seen on Broncos coming into the shop) and the harness isn't that good. You have to splice the connections.
You are honestly better off building your kit yourself so that you can make it better. SURE you won't have the Ford covers, but still you'll probably save $$ and you'll get a better harness.
We sell pillar kits on our website, as do other vendors here as well, whom all have MUCH better harnesses over the "wires" Ford gives you. Everytime we see one of these pillar kits on a truck the wiring is just ugly because they don't protect or sleeve the wires in the kit.
www.4x4truckleds.com
Really wish Rigid stopped trying to save a buck and put a DT connector on their 360 series, like the other lights. It's really really cheap to just give you some bare wires. Diode uses a 4pin DT connector for their back-lit lights, no reason Rigid can't do the same ESPECIALLY since they already use DT connectors on other lights they sell.