Because most people like to leave that in their cars, in case they are driving towards the direction of the sun. Plus it just looks plain stupid on top of your head.
FYI to the thread starter, using the Caps in that really weird fashion along with the fact that you were extremely excited over such a mundane thing will get you some snide comments. FWIW, most people will think you're 12 years old.
To wear a shaded one you need to have a medical problem with your eyes. I think the clear one is allowed for anyone. Probably a good idea against UF since their players try to poke people in the eyes.