I keep sidebars on the board index, blogs, and some other pages, but on certain pages I like to disable them, like thread view and such. I'm looking into ways to hide the sidebars on all pages inside a specific page node on XF. So all pages as a sub-node get included. Not sure exactly how I'll do that, but eventually I'll figure it out!
But I do agree, not having sidebars at all does feel weird, since I was using WordPress for years and years and it had sidebars globally. Removing them completely would feel odd, but in certain instances, it makes sense to hide em (like thread view, mentioned earlier).