Why does he still wear it in later HL2, Episode One, etc.? It seems unnecessary to continue wearing such a bulky suit when times require dexterity and quick movement. Not to mention it doesn't give him immunity from harm from the Combine; he shows his face.

because once you go combine you never go back.

probably cant find anything else to wear.

Perhaps it acts as body armor?
Why would the combine wear something bulky that gets in the way? They're fighting too.

More or less, it's just the Overwatch that you're facing now, and they rely on the armor, since they're barely human.