Some of our guys get into that habit. those of us on the team who wear a jock, also still wear our jocks when we are practicing in just compression shorts, so I think because of that they get into the habit of jock then compression shorts so even when they are wearing regular looser fitting shorts they still put on compression shorts over their jock. also some would also get into that habit from football, before we had those jocks with the pads on them for football I wore a jockstrap then the girdle (or padded compression short). their is some comfort when doing a lot of running to have some type of compression short over your jock, it keeps the straps in place better and keeps them from flipping upside down or into a twist sometimes.
I can do just jock, or jock and compression shorts, but I can not stand compression shorts with no jock underneath.