speaking as someone who genuinely has never dropped an iPhone ever...
(frankly I don't really know how as an adult with average motor skills I can take an object in my hand and, whilst applying the appropriate amount to care and attention with a £1000+ device in my hand, its possible to let go!!)
Anyway, always case mine - but one main thing is although I have the 14 pro max.... I really don't like the way it feels without a case. the edges are cold, hard, and sharp and holding it in your hand feels uncomfortable and unnatural. The older curved edge models were far, far more comfortable to hold. A case makes it nicer to hold.