I love, love, loved my wedding dress, which I purchased consignment, and had sleeves. I have always felt that no sleeves, straps, and some cap sleeves make my arms look quite fat--even when I was a size 6. I have no problem with women wearing tasteful sleeveless wedding dresses, it's just not for me; and it's not rude to wear something that I choose to not wear myself.
And now I need to share a picture. The skirt was poofy but otherwise plain; the top was the best part, IMO.
PS-I also don't know any debutantes, and never even went to prom. However, I don't see how sleeves vs. no sleeves would affect whether or not my parents paid for my wedding dress? ...they didn't, btw.