Files are sometimes produced and sold without handles.
This is because handles can often outlast files. Once a file is blunt, it’s cheaper to replace it than it is to sharpen it or re-cut the teeth.
Some files, such as needle files, escapement files and ignition point files, have pre-forged handles instead of tangs. These files are referred to as solid handle files and will not fit inside other handles.
Handles are available to buy separately, but wouldn’t it be cheaper just to use your file by gripping it by the tang?
What can happen if you don’t use a handle?
File tangs are deliberately made to be narrow and to come to a blunt point. This is so that they can fit inside handles.
Holding the file by the narrow tang does not allow you to get a decent grip on the file, making it much more difficult to control than normal.
Additionally, having the tang’s blunt end digging into your palm, while having to maintain the pressure needed to hold the tang securely in your fingers can become very uncomfortable after a while.