Let's see... First of all ONLY high voltage power cables do not have protective polymer insulation. Low voltage cables, like the ones that bring outlet tension to homes do have an insulation, usually made of PVC, rubber, silicone and such. The large, 10000Volts, up to and over 200000 volts and so on do not for several reasons:
1. It would be impractical to make. For usual materials, like PVC the thickness of the insulation would be extreme (I think as thick as several centimeters) as to protect from such high voltages. Such insulations would make the cables break under their own weight.
2. The cables heat up really good under the enormous currents and voltages so the insulation plastic would be close to melting point all the time.
3. PVC is quite senzitive to "weather curing". It becomes brittle and cracks if left under weather condition for several years so the insulation would still serve to no good.
Furthermore, regulations regarding aerial wiring state that they should avoid crossing populated areas, roads, etc. unless absolutely necessary. Also, wires fallen on ground should definitely not be messed with. Furthermore, if high voltage cables were insulated, this would only serve ready made combustion materials for fires in case of short circuits and damages.
I guess this takes care of your question...