It's not just one reason.
Most of us wear shades to protect our eyes from sun and dust but some of us wear it to amp up our personality. I love my collection of Raybans and can wear them even at night if people were not to make fun of me. But have you ever wondered why security guards and bodyguards wear sunglasses?
They wear shades so that nobody can decipher which direction or who are they looking at. This way, they can keep an eye on any suspicious person or activity without alerting the miscreants.
If a sudden fire breaks out or somebody starts firing bullets out of the blue, it is natural for us to close our eyes as a reaction. But guards cannot afford to close their eyes in such situations and hence shades come in handy.
Sunglasses keep their eyes safe from sun, dust and harsh winds and help them execute their duty well.