Hi @Elizabeth to @BanjoBen 's Forum.
Great question. The reason that banjo players wear banjo picks I guess is down to the fact that Earl Scruggs who made the 5 string banjo so popular, wore picks. Plus you get more clarity and volume wearing picks.
That said I know what your going through. When I was a beginner I was addicted to study & practiced so much so that my fingers would be aching after 12 hours. Also the picks I bought from my music store were poorly made and had sharp metal fragments that tore my skin and left me with bleeding finger tips.
Fingerpicks are like shoes some you buy fit snugly and are comfortable others can be a real pain to wear. Shop around find some that fit snugly on your fingers. Once you get used to wearing picks youâll miss not wearing them. Difficult as it might seem right now Persevere. In time youâll be glad you did.