Lense Cap Marker Light Missing

it have to be a really picky DOT officer, and you won’t get shut down. You’d probably get a “fix-it ticket” Report it to the rental company. Send them a picture as well.
The bulb inside is usually just a clear white bulb. The plastic lens cover is tinted amber. That tinted cover is what makes the light legally amber from the outside.
So if the outer lens is completely missing and you are just seeing a white bulb glowing, then technically it is not compliant because front clearance lights must display amber.

If the inner housing is still amber plastic and the light still shines amber, you are probably fine. I’ve seen actual amber bulbs.

 

If lights don't glow amber where they are supposed to glow amber and red where they are supposed to glow red you are inviting an inspection.

Other then that, if lights are glowing properly, they are on a limited lifespan with covers missing.