Because the reviled SCA buffs had experienced arm hits quite commonly when they did their little duels. Though I personally suspect that your typical Roman, with a huge shield for the left arm, and a sword (which I guess they can parry with) for the right arm felt protected enough. Having fenced, I found it not so easy to hit the forearm of my foe, though his shoulder wasn't hard (but of course, the Romans armored that part of the body).
We know that when chainmail and plate came along lots of people wore arm defenses.
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