Sometimes, especially if we're doing multiple dives in a day or if the water is slightly chilly. If I've got a camera with me, gloves are more annoying than helpful, because I can't feel the buttons on the camera. And as some people have noted, there are some places that won't let you wear gloves, to keep you from touching things you shouldn't. Unless I'm in one of those places that forbid gloves, I often have them in my BCD pockets, in case my hands get cold on the dive.