I do leave halters on mine when they are turned out, but I have taken the time to scrutinize every sqare inch of turnout for potential hang-ups. The relatively small turnouts are also fully visible, so no chance of a horse stuck "up in the woods" or something without help. They come into stalls every evening, so no unsupervised turnout. My Scout does need a new breakaway, on my list to get @ TSC this weekend, in fact.
The reasoning behing my leaving the halters on is simple. I live on an extremely busy highway (and I mean ON, we once had a car fly off of a curve and land on our front porch. Not kidding), where the majority of the traffic consists of tankers, semis, and logging trucks who seem to think that the speed limit is 90 mph. If, heaven forbid, the horses did get out, and didn't have "handles," and chose to bolt for that road, I can easily imagine vet bills on top of lawsuits.
Maybe not ideal, but, the way it's gotta be, for now, anyway.
A stubborn horse walks behind you, an impatient one in front of you, but a noble companion walks beside you ~ Unknown