While in school we did get a chance to practice with finger cots & gloves to see what it felt like, for cases when a therapist may happen to have a cut on their finger or hand, and you know you really can't tell the difference, it's hardly noticeable.
I've never heard of a therapist wearing them all the time nor have I known any one who cared to wear them all the time. It's only a precaution we use for the safety of our clients whenever we have a open wound on our hands.
It's be 10 years now and I've never contracted any rash/skin disorder or disease from a client. At school they had extra curricular course like "HIV Massage" which was a great course to help build the confidence of a therapist by knowing the safe way to massage individuals with HIV. Hopefully after completing your Certificate of Massage your concerns shall all be laid to rest!!!