Since shapeshifters should be developed characters, saying none of them would wear clothes or armor is... Silly. If you're playing one who's enough reason to be a PC, and do PC things, and isn't just "well I guess he's an animal and sometimes does human stuff" then why wouldn't they do things like wear armor?
If they can't or won't do something as basic as that, how can they possibly be playable? They wouldn't be willing to establish human contacts through human methods. They wouldn't be willing to go out of their way to be reachable, since why would they bother to use any human technology if armor and clothing goes against their animal instincts too much. They would see no point in being paid in money or favors. They'd have no reason to pay attention to human laws. Why would they even take human form at all?
That's also unreasonable. Monkeys and other similar animals use tools and even weapons. You think they wouldn't wear protection in a fight if they knew how to make it fit their bodies? Shifters are more intelligent than normal animals, regardless of their species. Dogs have to be taught to wear clothing, yes, but that's not because it's "against their nature". It's just an odd feeling they don't understand the reasoning for. And they get used to it! I've seen babies with the same kinda reaction, only they don't have the strength to just remove it. A smarter dog, who could actually understand the legitimate reasoning behind the discomfort of armor could very quickly get used to it just like the lesser intelligent dogs can.