Selfridge has shown (as reported in [Sc67]) that such a covering system exists if a covering system exists with moduli $n_1,\ldots,n_k$ such that no $n_i$ divides any other $n_j$.
Balister, Bollobás, Morris, Sahasrabudhe, and Tiba [BBMST21] have proved that if the moduli are all squarefree then at least one must be even.
For $k=1$ or $k=2$ any set $A$ such that $\sum_{n\in A}\frac{1}{n}=\infty$ has this property.
Is it true that for every $\epsilon>0$ there exists some $k$ such that the density of integers not satisfying any of the congruences $a_i\pmod{n_i}$ for $1\leq i\leq k$ is less than $\epsilon$?