I keep all my "on the go" stuff (keys, money, water, some important documents, etc) in a bag, and I almost always keep that bag on me, wherever I go, even if I don't think I'm actually going to need all that stuff. For example, if I go to a friend's house, and we go for a walk, I don't really need that stuff, but my instinct is to take the bag anyway. At this point, it's such an ingrained habit that I feel uncomfortable going somewhere without the bag (something my wife mocks me for occasionally).
Is that bad? I don't think so. It's a tactic that I've cultivated because otherwise I know I'm going forget something that I need. I might not need everything in that bag, but if I'm out of the house, I'm probably going to need at least something in there. And taking the stuff I don't need has also paid off when I end up changing my plans or something.
For me, it's the same with my phone. My phone is my main point of contact to my wife and family, it handles navigation and public transport, it answers questions I have while out and about, and it's also an entertainment system on the way. Not having it makes my life worse and harder. As a result, it's another thing that I always try and keep on me.
Obviously there are some situations where it makes sense for me for leave my bag or my phone at home. But in those situations, I'm going to feel slightly uncomfortable because it's interrupting my routine, and that routine is there for very good reason.