Can't say that I recall any documentation that says it is ok to go with them missing. Regularly change a few on 'A' checks. Only leads that can be seen are changed during a transit.
The only effect I can imagine happening (very remote chance) is some radio interference or degraded protection during a lightening strike. ie. might blow a hole in the fibreglass or metal structure (usually bits hanging of the the main fuselage, gear doors, wing to body fairings etc.).
N