No need for a cover letter, in my RFE I was asked to provide proof of residency for 2007, 2008 and 2009 all I sent them was the RFE letter they sent me and under it was my HS transcript and a letter from the records office at my HS vouching I've been there for 4 years, you don't need to explain anything in a piece of paper unless its more of a complicated request.. I think it's best to make responses as simple and straight forward as possible, you gotta remember these agents are going through dozens of applications a day so reading your letter of explanation might annoy them, be sure to organize everything in order so you make it as easy as possible on them