it allows greater movement for the goalie... when you are flying through the air, it is best to be as light as possible. anyway, goalies dont run the risk of getting clocked in the shin very often, so it is kind of pointless. if goalies are going to get injured, its going to be the result of a collision or dive.
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They don't have to, Iker Casillas (Real Madrid goalie) at times doesn't. Since goalies sweat as well, when having to stop incoming balls they probably don't want the ball slip by their arms do to the sweat. That's my idea just by taking a second to think about it. Hope this helps.
It's to keep them from getting hurt in the game. The reinforced materials keep them from being hurt when they're shot at or runover.