I do wear gloves, but not all the time. If it’s going to be a short session, probably not. But if I know it’s going to be a couple hours or more, I have a pair of leather driving gloves (I know, kind of old school). I think using real fire resistant racing gloves is a bit overkill, but hey if it gives you a deeper sense of immersion that’s fine. After a while sometimes my hands chafe a bit on some of the seams on my wheel, so the gloves help with that. And, of course sweat.