A good Spy never changes up to nailgun. Well, what do you expect from someone whose basic job it is to instill fear, create confusion and produce distrust among the enemy in their own base, mind you. And while we're on the subject, Spies have traditionally been used to create suspicion among the enemy. Thanks to you, they don't know whom to trust, whom they can have at their backs. It might very well be you.
Spies have no armor.
It's just there for psychological support. One dinky hit and you're history. Flags all day long, and never get a word of thanks from team members. You're dressed like the other team. They'll deny it, but they hate you almost as much as does the enemy.