I have heard that some people prefer not to for tznius reasons. We see this in the Torah when Yaakov would travel with his family, his wives would travel in the back and when Eisav would travel his wives would go before him. So, how could it be that Eisav respects his wives more than Yaakov? “
I always thought that was because Yaakov was protective of his wives, especially when he knew Eisav was around, whereas Eisav was a bulvan who put his own safety and comfort ahead of his concern for his wives’ safety.