Distinguishing on terms here.

I rarely have enough room in my carry-on for a winter overcoat, so if I am traveling with that, I will wear it open, as carrying it over my arm is just doesn't work, although I will take it off any place I can - lounge, on the plane, even standing in line (folded over my suitcase handle).

I can normally fold up my raincoat (preferred unless going someplace really cold, like Moscow in winter) into a small enough square that I can put into a separate cloth bag I carry for specifically that purpose.

I always wear a sports jacket in the airport. I need the pocket space, not for volume, as cordelli suggests, but to keep myself organized. And like ricski64, I find it more civilized for me.