I prefer wearing a bra even if it is uncomfortable. Like you said, i do feel uncomfortable without it and it just keeps my boobs in a nice shape. I don't sleep with them on though. The day i find a comfortable bra that still makes my boobs look nice, would make me infinitely happy.
During sleep, no I don't feel naked, during day, yes I feel naked. And yes it does feel hot sometimes, especially when you live in a tropical country, and you sweat, uugh, gotta take it off and just have a nice shower afterwards