Makes sense.It's more preference than practicality on his part. It is also possible to break through his defense with enough power (like any metallic substance, he does have tensile limits, a melting point, and limits to personal flexibility. You could still dislocate joints, for example, with relative ease since joint integrity has nothing to do with hardness, and even though it may be hard to pierce his skin, he could still be concussed or have the wind knocked out of him.)
It is true you could beat a hole in the ground with him and he would most likely survive, but there's no guarantee he would be conscious or capable of movement afterward. Any damages he sustains have to be healed in mundane fashion, as he possesses no extraordinary healing abilities, so he tries to avoid damage at all costs without relying purely on his hardened tissues.
The "living metal" concept sounds similar to something I have too.
In any case, sounds like a fun guy to spar with. Lemme load up mine (for probably the 9 millionth time so far because I'm indecisive as hell) and we'll see how it goes.