Most test pilots elect not to use ANR, because whilst they need a quiet operating environment to maintain concentration (and protect their hearing) they value being able to hear all the funny noises that reach the cockpit. DCs seem the usual preference.
I can't think of any other reason not to wear a good ANR if it's available to you however - what's on your ear is at the end of the day just a speaker, a bit of soundproofing, and some electronics. (Just!, yes there's a hell of a lot of R&D went into getting those right.)
I must admit to mostly using a passive in my vintage aeroplane, and when test flying - because I want to be sensitive to the funny noises. For long trips, or on board our research aircraft, I really like the Bose-X option, because it's not really required that I'm all that sensitive to stuff! In microlights I use a high attenuation passive, because that's all that's available - but also the Lynx and Communica passives I own are much better than most GA or airline systems at dealing with high ambient noise.
I look forward to trying an A20 sometime soon!
Why do I own seven headsets, and have an eighth issued at work? Goodness knows - basically there isn't a universally right answer I suppose.
G