I do, for the following reasons:
2) It moderates cold temperatures.
4) Don't have to send my shirts to the cleaner each time I wear them, meaningfully increasing longevity. They get only one wear if I sweat or if they get dirty in some way, but if it's a winter day and they are not exposed to anything for example (they just plain old don't get dirty), back in the closet for a second wear. I let them hang and the Alumo unwrinkles easily, especially with body heat the next time you put it on. For those aloof blowhards who think it's disgusting, if you're wearing you shirt over an undershirt, its no different than a sweater or jacket. Do you send your jackets to the cleaners after each wear?
5) Mitigates risk of staining (deoderant/antiperspirant). Haven't ever had any staining onto dress shirts even when I go no undershirt (sometimes in spring/fall), but don't want to risk it.
6) Mitigates transparency for lightweight white shirts.
Interesting thoughts but I guess I am on the other end. If it's cold, the jacket and coat I am wearing matter 10x more than some undershirt, so I just don't get this personally. I clean my shirts after each wearing anyways, so I don't think this would matter for me. I've never really had issues with staining and think the lines of the undershirt that show through one's dress shirt are worse than any transparency issues. YMMV. My two cents, and clearly from the poll, two cents that are in the minority here.