Yes I prefer to work out without one. They're too restricting.
Comfort aside, that can be bad for the breast tissue later on. Think of it like tanning beds, sure they may not bother you now, but you'll look all wrinkly later from them. Well, they may still be perky now, but run around w/out a good bra and they'll look about as good as overtanned skin in 20 yrs.
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I agree that there is nothing inherently "naughty" about breasts, anatomically speaking. They are meant to serve a utilitarian purpose of feeding babies.
There are beliefs that the attraction is connected w/ the more "primal instinct" that curvy hips and large breasts represent increased ability to bear and feed children (yes, we know differently now, but not thousands of years ago). Same as large, muscular men were attractive for their ability to protect the family and club bears and stuff.
Either way, the fact remains that breasts are associated w/ sex, and illicit a sexual response in heterosexual men (and lesbians). Even men who are more into thongs, or are into feet, you name it - there is still a sexual connection.
So, when the day comes that boobs no longer result in woodies, then I say sure - run around free as a bird.
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I agree that most things that supposedly empower women do anything but that.
In all seriousness, so many women dress, walk, talk, and act like whores, calling it empowerment, then freak out when they aren't treated w/ respect. Well, act like a lady, and you'll be treated like one. Pretty simple.