With todays small wings, the real question is "why wouldn't you?" Starting out when BC's first became popular, they were huge! Horse collar BC's had upwards to 50lbs of lift, the original wings had 40 to 60lbs of lift. Jacket bc's are all over you and again, drag.
Now, you can get a wing that is 30lbs of lift or less. Minimal drag.
You dive enough, you know, almost to the 100 psi, how much gas you have used, so why dive an SPG? If you're solo, no need for a octo. And if you are diving on a reef you know well, no need for a computer or depth gauge. All you need is a watch and a compass.
And dont forget the speedo (if you need a suit at all), who needs all that drag of boardshorts!