Do you guys really not take your dog's collar off? Is this an across the pond thing? In Australia most people I know don't leave their dog collars on when they're at home. If somehow your dog got out, other people usually call animal services. Dogs are microchipped, vets can scan it and you can do it yourself with your phone on the newer ones.
My dogs are a lot more comfortable with their collars off at home. If I forget to take it off they refuse to nap or try to grab at it with their paws.
Probably just a habit thing. Guessing they just think something is wrong cos we haven't taken the collar off yet.
Also nothing wrong with freeballing it at home.