Wearing your ring every day is the point, however there are a few moments where slipping it off protects both the ring and your finger. None of this means that a quality wedding band is fragile, it just means a little common sense extends its lifetime.
Heavy lifting at the gym. This is the big one. Gripping a loaded barbell or dumbbell presses the band hard against steel, and a softer metal can scratch, dent or even bend slightly under that pressure. Silver is the most prone to it, gold and platinum are tougher but not totally immune. If you lift seriously, take it off or wear it on a chain while you train.
Manual labour and trades. Tools, machinery and rough materials will scuff and scratch a polished finish quickly and a band that catches on equipment is a genuine safety risk to your finger. If you work with your hands, a brushed finish hides marks better, but for heavy or risky work it is still safest taken off.
Anything with a snag or injury risk. Ladders, machinery, sport, anywhere a ring can catch and take the weight of your falling body. This is the one situation where taking the ring off is about protecting your hand, not the metal. When in doubt, take it off.
Harsh chemicals and the pool. Cleaning products, chlorine and saltwater can dull a finish over time and aren't kind to softer metals, so it's worth removing your band for heavy cleaning or a long swim.
The simplest habit: keep a small dish or a ring holder wherever you train, work or wash up, so taking it off has a home and you're not leaving it loose where it can be knocked or lost. And if your band does pick up scratches over the years, that's normal, most marks can be polished out fairly easily.