I am baffled why people wouldn't put a case on their phones?

Thickness? There are a lot of thin cases that will do the job.

Heavy? Better to invest more on arm exercises if that weight is dealbreaker

Status symbol to show off? There are better things to buy if you are in that sort of thing.

The phone looks much nicer without a case. And in my 10+ ceaseless years, I’ve only damaged my phone once (and, in that case, I doubt that a thin silicone case would have saved me). And in that one case, I just needed to replace the front glass. Cost about $40 IIRC.

So why would I use a case?

Your mileage may vary, though, if you have kids, are a woman (fewer/shallower pockets), etc.