I think this is a stupid question, They don't wear sunglasses because they think they don't need sunglasses. Maybe wearing sunglasses are too much hassle while they are in fierce competitions during the games. For some people with poor vision, they prefer to wear contact lenses for a good looks and that can make them more convenient when playing the games.
Tennis is a sport playing between two single players or two double players. It is a high speed and elegant sport that accepted by all levels of society and already became a project of the Olympic. The sunglasses can anti-UV rays in daily life. However, it is not convenient to wear when doing sports, especially the intense moving sports, such as tennis. And it would influence tennis player to get the ball and easy to get injury. Even the tears can cover on the sunglasses to make the tennis players' vision unclear.
If you are not a climber or other spotter who need a pair of sunglasses, then you should not wear sunglasses for a long time. In summer, if you go out, you should wear sunglasses, but if you are under a shadow or you are in a place without sunshine, you should get them off, letting the eyes relax for a while. In a word, sunglasses should not be worn for a long time, or it will harm for your eyes. So if you continually wear for more than 30min, you'd better get the sunglasses off to make your eyes have a rest. In conclusion, the tennis players have to focus on the tennis ball for a long time, that is to say that the sunglasses will not protect them but harm for their eyes.
I think there are many several reasons why tennis players don't wear sunglasses. Firstly, it depends on themselves. Not everyone is a fan of sunglasses. They have their own choices and favors. Secondly, if they are staying indoors and preparing to play a game, then they won't need sunglasses. Otherwise it will effect their vision and cause inconveniences in the process of playing.