Anyone normally wear compression shirts and shorts?

For me, it's some of both.  I definitely like how it holds things tighter and I look better.  But it also helps in the gym.  I have a lot of skin in my upper thighs, and they tend to rub together without the shorts.  I started using the compression shirt when I was bigger, because my arms would rub against by upper sides, and it would cause irritation.  I imagine I could go without by now, but it's just a part of my gear.

For me there are multiple reasons.

One reason is that Running is uncomfortable with all the jiggly stuff flapping around.

Second is in Endurance sports Compression is very common for both recover and active.  Good compression helps flush the crap out of your muscles out of multi hour runs or cycles.  I have Socks that are compression I even have knickers that are compression with built in ICE, I have a race kit that is compression.

As for Daily I wear compression Tops under my shirts for pure vanity, same reason women have spanx.