I'd think it would depend on the frequency of interactions. Leg and foot protection would add weight, so unless the dwarves were expected they might not want to bear the extra burden.
On that note, Lord of the Rings extended editions have been showing in theaters the last couple weekends. I kept thinking how prior to battles the fighters were all geared up and marched for days (or longer) and showed up throwing themselves straight into battle. Here I am not functioning as my soft ass finishes my coffee in bed, trying to negotiate when I need to actually start getting ready for work.
When I was in the Army we always trained in full combat gear. That gets you used to wearing it so the extra weight isn't noticeable, and it gets you so familiar with it that it becomes an extension of yourself. I imagine knights of Middle Earth used a similar philosophy. Plus, they were expecting worg attacks on the road and needed to be prepared. They did in-fact face worg attacks, so it's a good thing they were prepared.
The images don't seem to be a sequence. And there's clearly no spike on the bottom of the shield in the last picture, so it must be inside the top dwarf's chest.