YEah, this is bad training. The first thing is, I think, you need to be ready for this unexpected sensation. But it sure makes sense to dress to prevent it. I've seen guys show up at the range in shorts, tshirt, and flipflops. Maybe it's comfortable, but it's just asking for trouble.
Naw, it's just like you can tell a good welder when he shows up barefooted, he knows where the sparks will fall.