Johnny wore a cat-collar with a bell when we first got him because he was so quiet and we didn't know he was underfoot.
I believe their necks are so tiny that collars could hurt but when going to obedience school, they must wear a collar, some schools even require a slip or "choke" collar.
For walks and obedience work, putting the collar on sets the tone for following commands. It's the only time Johnny wears a collar.
By the way, the only harness he hasn't chewed is a Puppia!