Scuba Barbie once bubbled...
The only time I use the BCD is while floating on the surface. Does this mean I am overweighted, underweighted, or doing something wrong?
I'm not going to _assume_ you are doing something wrong, but I would check if you can hover in one place without ascending, decending, or moving your arms or legs. If you can do that without air in your BC, and throughout your whole dive, then cool!
However if I was to guess, I would guess as others have, that you dive with little or no exposure protection, so that you don't need to deal with suit compression, and you swim to contend with the added bouyancy of your tank emptying.
If your swimming to contend with the bouyancy changes, then you could be underweighted [you swim constantly down to keep yourself from ascending]. If you swim constantly to keep yourself from landing on the bottom, then your weighting is probably fine, but instead of swimming, you can use your bc to acheive neutral bouyancy.
Definately check hovering. Also check if you can decend and arrest your descent without hitting the bottom without swimming.
Now people dove for many many years without a BC, so obviously it can be done, it's just with the BC you can dive much more relaxed.