Who needs that? You say.
I do, says I.
It keeps the chips from drilling from gathering on and under a hard to clean area:

What you see here is my drill press leveling base that I made about eight years ago. The cast iron base of the drill press is bolted to it and the stand had adjustable feet (3) to level the tool. It also makes it a bit taller which I find more comfortable to use.

What I want to do is make a tight fitting cover that will make it easier to clean the area. I cut strips of MDF tall enough to clear the base and started with the sides:

Getting a bit fancy with the angles. I put the sides together with glue and a gusset block at the top and brought them into my house where it’s warmer to dry:

After I had lunch, I took the sides back out and cut and added the front and the top:

Looking a lot like the head end of a coffin.

I cut a flared out notch to fit around the column on the drill press, and added cleats to the underside to support the piece that closes it:

As I show in the video below, I took for granted that the column was centered and had to cut the notch oversized to fit correctly:

A thin plywood trim ring fixes that and covers the gap:

I also painted it to match the floor. I know, it looks huge, but it’s really no bigger than the base that’s under it. And It doesn’t get in the way at all when using the tool.

Here’s a video going through the build: