Protection

people dont wear gloves just for the palms, more end more people are concern about the fingers, and has happen now a few times that fingers are badly hurt during a game.
and to answer your question 'how badly do you want to keep playing?'
Imagine, just imagine, having a broken thumb and not be able to do normal life or not playing polo for 2-3 weeks... I want to keep playing very, very badly!
I know this is old but it's worth responding to. The reason I wear lacrosse gloves is precisely because my thumb was broken by an accidental mallet strike in September last year. A year on it still hasn't fully healed and I will have permanently reduced dexterity in it.

I like being able to use my hands, thus protective gloves just make sense.