Are you saying that the literal "rm -rf cover_db" is never executed and just used as comment or message?

Yes, that is what I am saying.

When the Makefile runs the command $(ECHO) realclean:: skip "rm -rf cover_db", it effectively prints all the arguments after the $(ECHO) as text to the console/terminal/equivalent. I am just using that as a debug print to tell me that it didn't delete cover_db (probably because it didn't exist).