People at construction sites are required to wear a hard hat all the time just like company policies require firewalls to be placed on corporate networks. Not really sure why you're making this comparison, because connecting to the Internet is very much like walking into a construction site where bricks could be falling everywhere and even aimed directly at you.

We have a pretty good idea as to where bricks are likely to fall on our heads. We require people to wear hardhats in all of those locations.