I think running an av or some sort of protection, simply reduces the risk of an infection. Likewise not running anything increases the chances of something getting in.
Anybody that thinks that they`re "too smart" to install anything malicious on they`re system are kidding themselves imo.
(Edit I am talking about anyone running zero protection not just no av.)
Remember the ccleaner debacle where it was one update that was compromised and got installed on many systems ?
Anyway as mentioned above it can be down to what runs lightest on you`re pc when you get a bit more knowledgeable. That`s why I`m super happy with my K7 Total Security, so light that it`s like it`s not even there.
Yes I agree that messing about with av`s is a blast!
Regards Eck