My current reader, a Sony PRS-T3, can't be comfortably held without the case because the back isn't smooth (you can see the back of it it at around 2:29 in this video
https://www.youtube.com/watch?v=GPmVI0-tcUU).
When I used a PRS-T1 I put the case on when I left home, but took the case off for reading at home because it was more comfortable to hold without the case.
I know some people say reader screens are fragile, but I dropped my PRS-T1 many times over the approximately 5 years I used it. The screen didn't get injured until something fell on it from above while I was reading. Even then, though there was a 1/8" divot in the screen, it still worked! (I switched to the T3 because the T1 could no longer access the Overdrive library after Overdrive's last major "upgrade").