Is the plastic sleeve optional for a GXP bottom bracket install? I took my frame to a bike shop to have the threads chased on the drive side.  When I got home, I realized that they didn't install the plastic sleeve (because I didn't give it to them).  They didn't say anything about it, so is that just to keep out dust/grime?

And what's the official word for that plastic sleeve?
If you are talking about the things that look like thin, wide plastic washers that go on the outer part of both sides of the bottom bracket, they are called bearing seals.

Assuming that you are saying that the bearing seals were not installed, then I would absolutely remove the cranks and install them.  They are designed to keep most of the road gunk out of your bottom bracket, helping it to last significantly longer.

If you have the appropriate crank puller then you can do it yourself.  Remove the cranks, put a light coat of grease on the inner side of the seals and then press them firmly into the bottom bracket.  They should seat firmly into an outer groove on the bottom bracket.

If you are talking about the clear plastic cylinder in the pic then I don't know what it is officially called, but I think you can do with out it. Not having it may mean that you need to check and tighten your bottom bracket more frequently, but I don't believe it's necessary.