If you're a person who tends to get cold feet easily, then socks are the way to go when wearing sandals. Besides, it's more comfortable to wear socks between your skin and the material of the sandals. Also, the soles of your feet won't stick to the sandals...an annoying feeling, I think. The advantage to sandals over shoes is that your feet can breathe naturally, and the sandals are usually lighter in weight than most shoes too.

Why should it offend anyone to see someone wearing socks with sandals?

While we're on the subject of socks, note the erotic mileage that Linda Ronstadt got out of wearing socks on a series of album cover shots back in the 70s.... ;-)