It is important for all to wear at least some type of turnout gear. As a chief officer or an IC, you may not be in the danger zone all the time, but you may get closer than you think at times.
A friend of mine from a city dept related a story of one of his chiefs. Their chiefs routinely don coat and helmet at structure fires. The IC decided to take a closer look before donning his gear. Well, a firefighter ventilated a window and it came crashing down on the IC. He was now a patient and no longer a part of firefighting. It is just one more example of why it should be worn.
One of the best ways to teach is to lead by example.