Get a weatherproof cord cover.

Yes, you need something. But a plastic bag is not it.

A plastic bag traps moisture and wind blows it off. You want a purpose-made rubber or vinyl cord cover—the kind that looks like a small tent or a U-shaped dome for the connection. They cost $5–10 at any hardware store and last years. If you absolutely must improvise, use a zip-lock bag with the cord coming out the bottom, tape it tight, and create a drip loop so water runs down the cord, not into the connection. But honestly, just spend the five bucks.

Your breaker will thank you.