Never go anywhere without my shades! Main reason is light sensitivity, even on overcast rainy days i wear them and yes it also helps as a barrier to the rest of the world, i suppose no different than women that refuse to go outside without their makeup. Its a placebo effect that is common place.. Even NT's i know admit to wearing shades sometimes in social situations to feel more comfortable... I have gotten over what people think, if i feel more comfortable wearing them and reduces anxiety and sensitivity to light, im not going to go out my way to try to explain something to someone that doesn't experience what i do, it ends up in a futile discussion and normally ends with the other person finishing off the sentence, 'If i were you....', ' Why dont you.....' etc etc etc
Do what makes YOU feel comfortable!