Well you don't want to get fingerprints on it, and the acids in your skin can etch things. I have seen fingerprints on magazines that removed the printed ink to reveal white paper. Logically then, the acids from your skin could also leave permanent fingerprints on a figure's paint. Some people's body chemistry is more acid, but some is less.
In any case, if you handle something painted with bare hands, you will leave fingerprints behind, which will need to be cleaned off, if only for the sake of looking nice. Why bother cleaning off fingerprints when you can prevent them in the first place?
Nitrile gloves work great because they provide better grip than bare hands, without leaving prints behind, and it also reduces the chance of accidentally scratching the paint with fingernails.
It's just prudent to wear gloves when you want something to remain as perfect as possible with the least amount of effort.
I'm not going to argue whether wearing Nitrile gloves is a benefit.
All I will say is that out of every 500 sellers out there who open MISB boxes to do inspections, I'd wager only 1 of them wears Nitrile gloves to handle the figure...statistically it's probably less than 1% tbh.
How about starting a thread with a poll here in the General Discussion section so we can find out.
That's like some people I see in the comics shop, oh I'll go to Tesco first buy 30 pack of rubber gloves then read Batman 22... the f'k like, I used to think what if my Mark gets scratched or my finger tips could ruin the chrome... then I thought, my Grand Dad was perfect in health then 2 weeks later died, my best mates Dad dropped him off to work, next day, dead... so who cares about 5 years down the line, live NOW is what I say, never know what might happen.
Preach on brotha!