The men don't wear jocks, either...

I don't know, but I'd guess it's more a matter of just being used to it. In some ways, your question sounds so much like the reactions barefooters describe people having to their feet! Just like shoes, if no one's telling them they need something...

Does a sports bra inhibit arm swing and trunk rotation? Does the momentum of a bouncing breast or scrotum actually aid a runner?

Next year's fad: naked barefoot running.