Because I laugh at them. AH, ha ha ha ha. Nah. just kidding. They're bulky, tend to be made of material that can leave fibers behind or in places you don't want there being fibers (Depending on what kind they are) and are almost impossible to do precision work with. There is no sense of "feel" when installing components, and that "feel" is important in some cases. I just don't like them and won't use them. I'm also skeptical that they actually suppress anything.
For your purpose, of not getting any "oil" on hardware, I'd recommend nitrile rubber gloves which can be purchased at any auto parts, harbor freight or home improvement center. I recommend using one size smaller than what you actually think you need. They'll be rather tight and a little more difficult to get on, but if you put a small amount of baby powder on your hands first it will help to slip them on and also help to absorb any sweat from wearing them, inside the glove itself.
As for the "oil" you're worried about. I've never seen this be a problem as long as your hands are fairly clean to begin with. I've gone directly from working under the hood of customer vehicles to rebuilding systems within minutes of each other having done nothing in between aside from a quick wash using hand cleaner and a clean towel. Never had any issues. Aesthetically, if it's fingerprints and such you're worried about, the nitrile gloves should cover that.