This will be long winded.........................
When we first got J and S and were on a yard, we were told in no uncertain terms we MUST buy two fly rugs. I complied (because I always do as I am told
) and on they went for the most of the summer. When we were on that yard, they were out during the hottest part of the day so in a way probably as well they did have rugs. Though in the morning I did find it a faff having to put them on as I was always rushing to get to my job!
When we left there, I kept the rugs but didn't bother rugging them on the next yard, there didn't seem to be as many flies. Mistake! They came back out again but not for as long - plus they were in a paddock where the yard staff could see them and they were great and brought them in if I asked (I used to ring and see how they were getting on).
When we moved them home - I didn't bother at all because it was so windy. But, later on that first summer I regretted it as J got really upset and covered in the horse flies and I ended up having to buy him a new one (had binned the originals).
I think it depends entirely on your weather and breeze / wind and shelter set up. When the girls could come and go as they pleased and escape into their stables - I didn't use the fly rugs, because more often than not they had taken themselves back in and were quite content to hide from the flies.
With my slightly weird set up here - Zi will definitely wear his fly rug and so will Chloe - as they are paddocked and Zi can't escape unless the gate is open. If he is free ranging - then no he won't wear his fly rug.
Storm might wear hers - but being as atm I take her for a walk and in hand grazing for three hours a day and am a human fly swisher - probably not - though when she does go into her smaller paddocks unattended yes, if they are bad.