1. Because the cases always add bulk and friction to the device, making it harder to get in and out of my pocket.
2. The original surfaces have oil-resistant coatings on them, so finger and face oil doesn't gum up the surfaces. Screen protectors don't seem to have that feature, so they get gummed up easily.
3. Dirt/lint gets trapped under the cases.
4. The original design of the phone is beautiful and feels good in the hand, both for shape and materials. Cases change that experience completely.
5. I LOVE the way people get anxiety when they discover that I don't use a case.
Naked is the only way to go for me.