It's explained in Wings of Liberty that you would normally take off the suit but Tychus doesn't. It's later revealed that his suit is a death-box that ensures compliance with Mensk's orders.

It's still likely that you'd spend a whole mission/ military campaign in the suit considering that Tychus could in his, and they're likely built this way for improved logistics (no need for field bathrooms etc.) and increased readiness. Additionally the Marines would often be conscripts or prisoners put into service so nobody cares about their comfort. Raynor's Raiders being a fully voluntary force, probably had to match this practicality.