Yeah I think it's a combination of not wearing the right stuff (shorter sleeves, like Sir Wolf said), and not knowing any better. Since all we have to go on is the artwork (all of the lacing would have deteriorated away in grave finds, etc), and I suspect the artists rarely captured it, we can't really know the full extent to which they would have done it. But I think practical experience with chausses (and probably the same would go for full-length sleeves), I really think they tied off quite a lot of it.
Even with the half-sleeves, they need to be wide enough to allow the joints to move, and yet you don't want the mail flapping around because it steals energy from you. It needs to stay close to the skin.