There is generally no point in having code coverage for Behat test cases because of their nature: The purpose of an acceptance test is to assert a certain behavior of an application, not to technically test a piece of code. Therefore, there is no point in checking for uncovered code pieces in order to write a Behat test for it. That said, there is still a scenario where you want to peek at code coverage of Behat tests: When creating them as wide-coverage tests before starting to refactor legacy code. Behat in combination with Mink provides you with a great tool for such tests.
They help you get the tools installed and show the code you'll need to add to the application itself to collect the coverage data as the tests execute. It keys off of a file existing/not existing to know if it should execute the coverage or not. The phpcov tool can then be used to generate the HTML output of the coverage information for easy viewing.