An asteroid hitting your house could kill you. Better build a giant steel dome!
Seriously, the odds of you ever getting hit in the throat by a skate- the one injury a neck guard will really protect against, are astronomical. You can't guard against every risk, and I choose to accept that. The risk of that particular injury is tiny, and there are still plenty of other ways to die that are much more likely- like getting slammed headfirst into the boards. Hit it the wrong way, and no matter what protective gear you're wearing, you could break your neck and that's it. You could get bumped at a really unfortunate moment and hit your head on a stanchion. Those are much more significant risks, and you can't really make them go away.
Though this is really, at its root, a problem with our minds. Human brains are actually really, really crappy at evaluating risk. We worry about big, flashy risks, even when the odds of them happening are monumentally small. Think about cars versus planes for a minute. Most people think about air travel as less safe than driving, because you see big, scary pictures when something does happen. The human brain responds to that, but when something happens much more regularly on a smaller scale, we don't judge it as a significant threat.
But if you look at the numbers... about one in 6,800 drivers dies each year. If you fly, that number becomes one in 1.16 million. The riskiest part of any flight is driving to the airport, but survey people, and you'll find that, if they fear any part of the trip, it's the flight itself. Perception versus reality. Our brains default to judging the probability of a risk based on how bad the potential outcome is, but as any insurance adjuster could tell you, that's a really, really, really crappy way to evaluate risk.