Carrying them everywhere has definitely been a pro move for me. The number of times I’ve been caught in a super loud bar or a restaurant with surprise loud live music makes the paltry burden of having them on my key ring worth it.
I'd even say making sure you have a well-constructed carrying case that allows you to keep them on your keys 24/7 is more important than any concerns about comfort or sound quality, which are still really important. Hearing protection that you don't have on you is useless against unexpected loud environments.
Eargasm earplugs come with a little metal screw together case that can go on your keyring. It feels indestructible and keeps the dirt and grime out. Absolute game changer to have them on your person by default.