My dog wears hers. My previous dogs do the same as well.
A few reasons for doing so is...I hear where they are in the house (assuming they are walking around and not sitting there). If they escape, there is a basic way to ID them/someone to contact me.
Also...I've conditioned my dog to "want" to wear her collar. All you need to do is when you give them a bath, you take off the collar. Then, when you are done...you "reward" them by saying they are good and giving them their collar. The collar in a way, signifies they are done w/ their bath (which they are happy about). Not only that, but after awhile, they kinda treat their collar like their "bling" because when I attempt to put on their collar for any reason...they wag their tail. (It is pretty cute).