First, not carrying anythign does not tell you if they paid for or did not pay for lodging, and they seem to have been able to pay for food and drink. If they did not use shelter, then something about that environment must have permitted them to do so, it must have been warm enough. Seems like that would almost cover their needs.

It also is quite clearly part of their culture. When everyone you know lives like this for some time in their life, it's not difficult to think you can too.

Much of what we would carry and do is about our comfort, not simply continuing to live. Much of the stuff in my EDC is all about comfort. it goes unused for long periods but is carried all over. Seems like the adult version of a baby blanket to me.