I can't think of a reason, it's just personal preference. I know that in my area, I haven't seen anyone without a lanyard.
Now that being said, I can't think of a good reason not to work with a lanyard.
Although an evaluator told me I should get rid of the noose and go to the smitty because everyone else has one. I guess everyone wants us to look the same.
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Never underestimate the power of stupid people in large groups
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