Invoked: To emphasize their status as Elite Mooks, the Praetorian Guard are under strict orders to never be seen in public without their signature armour.
Exploited: Knowing that Alice and her fellow knights never take off their armor, The Big Bad creates a Living Weapon which specifically seeks out and kills anyone wearing armor.
Defied: Alice is well aware of how uncomfortable wearing armor all the time is, and tries to wear it as little as possible.
Discussed: "I've never seen Alice off-duty before. I wonder if she'll still be wearing that bloody suit of armour?"
Conversed: "How can they wear full plate all the time?"
Deconstructed: Alice is wearing the armour out of rampant paranoia after her lover Bob was stabbed in the back when he was off guard. The poor hygiene and strain from wearing heavy armor constantly starts to take its toll on Alice's health, affecting her ability to fight.
She has multiple suits of armour and her squires are trained to reequip her so fast it would make a Formula 1 pit crew blush.
Played For Laughs: Bob really wants to know what Alice looks like under her armor. A running gag in the show involves him attempting to sneak up on her at times when she would be out of her armor (while bathing, etc) only to be caught by his traveling companions, who mistake his constant antics for those of a pervert Peeping Tom, when he's really just curious.
Played For Drama: Alice wears a suit of Power Armor with life support systems which keep her alive - without it she will die a very painful death. Also, she's extremely claustrophobic, meaning that wearing the armor causes constant anxiety and occasional panic attacks. In essence, she's forced to choose between a horrible death or a living Hell, which is explored throughout the show.