Don't avoid cleaning.
I'd find it demeaning to be cleaning toilets. ~ Jack Kevorkian
I don't like to bother myself with cleaning my stuff (i'm really lazy)
Things will get (really) dirty after a while; in the end you will have to, if you don't want to get sick...
but I don't like my stuff to be dirty as well.
There aren't really other solutions than cleaning or getting someone to build you a cleanroom.
You don't have to clean everything at once, start with a single thing. Like a corner of your desk or room...
So basically I don't remove the plastic of my external hard disk even when its plugged into the laptop (and rather hot I think, relatively).
The external hard disk is normally close to air tight and even if dust gets into it it won't cause problems. Please note, the plastic will get dirty instead of your hard disk as the plastic doesn't magically make the dust disappear; it will just be on the plastic or the table instead!
I'm wondering will the heat cause any unforesee problems ?
Yes, you are doing more worse than good by preventing air circulation and introducing overheating...
Do get rid of the dirt.
I came from a dirt farm, now I'm filthy rich. ~ Larry Holmes
Here are some pictures that make it clear why cleaning just once in a long while does help...
You should rather worry what your fingers touch than the effects of a plastic bag.
Yes, the keyboard your using now is most likely more dirty than a toilet seat.
Sources: Dr. Charles Gerba from the university of Arizona as well as a swab test by a U.K. microbiologist.
This happens when you don't clean; now, where would the grease and dirt come from?