I wouldn't say that I really "collect" them, but I do save some covers from my incoming mail.
I buy a fair number of stamps and postcards on eBay
, and sellers of such items tend to use interesting stamps on the envelopes. People might consider them "philatelic", and a lot of the stamps are certainly being used "out of period", but if it's an attractive cover, especially if the stamps interest me topically, I'll save it. Otherwise, I'll just save the stamps to keep or to donate, if they're not damaged.
When I save my personal correspondence (much less of it in physical form nowadays), I save the envelope, as well, no matter how uninteresting.