Why do I need retainers after veneers?

I got 6 veneers a few days ago and was told to wear a plastic mouthguard to prolong my veneers. I know I dont grind or clench my jaw when I sleep, so do I have to wear it? They plastic piece hurts extremely bad and feels as if my front tooth is being forced backwards. I bought a rubber mouthguard and molded it to my mouth, could I wear that instead? I can not fall asleep with the plastic one given to me by the dentist, but I can with the rubber one.