Sure, I'll have a crack at it ... by the way, found this post while looking for something else.
We (men and women) wear long socks for at least two reasons:
1. Protection. If we're doing some sort of lift (ie. deadlift) where the bar might scrape, long socks keep you from bloody shin syndrome (I actually saw this a couple days ago). Rope climbs are another one ... I've got scars from that.
2. Cold. Lots of folks come in shorts and long socks instead of wearing sweats in the winter.
Thrusters (assuming this is what you meant by "squat-thrust things), if done correctly, aren't hard on your knees, and we're usually doing them at a relatively light weight -- 95lbs or so (for men, and some bad-ass women).
Lastly, when we say "elite fitness", we aren't trying to imply that we're going to outrun a dedicated runner. There's lots of ex-runnners/tri guys in CF ... give it a shot sometime, you might like it.