One of the things I like best about shaved legs is that they don't get nearly as cold when I'm riding in wet or cold weather.
Finally a good reason! Sweat must evaporate better on hot days too.
Plenty of people with hair get massages without significant hair-related pain, but that is personal preference so I can't argue that point.
As for bandages coming off easier, why not shave AFTER the crash?
I still think that a large part of it, among recreational riders, is simply tradition and emulating the pro riders you admire. Does anybody but a pro get daily massages, or crash enough to pre-emptively shave future wound areas? Seems like a lot of trouble for minor benefits for anyone but a pro.
Anyway, this started as a "how to" thread and not a "why" thread. sorry to hijack it.