To us it seems very silly not to. We have four Mustang inflatables
and usually wear the auto w/o harness. If at the helm alone in anything but benign weather, harness and tether. Bay if Fundy / Coast of Maine - is a tad chilly for anything more than a very quick dip in very hot weather in a very calm harbour.
Got a pretty pink one for Linda a year ago for Christmas. It looks good on her!