I'm more mindful of wearing eye protection when shooting .22's than when shooting centerfires. I have a scar over my right eyebrow from a piece of .22 brass that flew off when my old Marlin rifle had an out of battery discharge. I'm lucky I was wearing my safety glasses, as aonther bit of brass made a nasty scratch in the lens. It could have been my eye.
As to hearing protection, go ahead not wearing it while shooting .22's and you'll soon join the club of "what?" sayers. Take it from a member!
In my case, the firing pin had gotten stuck in the forward position, and when the bolt slammed on the next round, it went off. Happens with rimfires. The brass is soft and the primer is easier to set off than in a centerfire.