My older brother does just because he uses his road bike for his triathlons. He can't afford to buy a dedicated tri bike, so he makes the best with what he has. To remove the aero bars he would have to remove the tape and levers each time, so he just leaves them on. Are aero bars some kind of fashion faux pas on a road bike? He is a smooth rider and can hammer along in our group rides with the fastest of them, so no one seems to care about the aero bars - especially when he is pulling.