I tend to run with no form of protection on my phones and tablets. I prefer that experience and I'm willing to accept the increased potential for damage as a result. My HTC One has a carbon fiber and vinyl adhesive covering on the back (it looks and feels very nice, and the protection factor is there). It adds virtually no size to the device, and I've chosen to leave the front, sides, top, and bottom exposed. As a result, my One has some dings around the metal body from being dropped onto concrete. All but one of those drops were caused by others. My 2013 Nexus 7 has a noticeable half-inch-long scratch in the screen, and I have a completely wrecked Nexus 4 in front of me (though I will admit that no case or protector would've saved it). I've been willing and able to go without protective accessories on a majority of the devices I've owned. Though I suppose that monstrous extended battery for the Thunderbolt qualifies as protective gear.
Not everyone is willing or able to do so, whether the reasons stem from liability, financial, or personal preference motivations. If we want to get into the "cases vs. naked" debate here, let's at least recognize that. See this statement of wisdom: