Several people at the school I train at refuse to wear shin guards too. They claim it raises their level of concern. Some folks even go cupless for the same reasons but that's just nutty imo.Seriously?? My unprotected shin met someone else's knee a few weeks back during so-called "no contact sparring", and it still hurts like the dickens whenever someone accidentally brushes it during sparring. I haven't bought shin guards yet, but you can bet I will soon and I'll be wearing them religiously!
I've had goose egg sized lumps on my shins a few times too many (before I got my first pair of shin guards) to justify my raising my level of concern in that manner.
OTOH, there are a few masters that swear by wearing shin guards all the time while on the floor because they minimize shin splints. (Increased heat = increased circulation etc)