No tape here, either. I believe that a properly installed wirenut will stay on.
I am beginning to switch from multi-colored to the Ideal wide-range "Twister". I used to think they were inferior, but you can minimize inventory with them.

BTW,
The cordless drill/driver craze has hit it's peak with the new wire-nut that is designed to be installed with one. I don't think it's worth the trouble.
(File this product in the "Remember these?" category).