The "shattered" look is required for them to do unrestricted movements. Traditional TF designs don't allow Transformers to do even basic things like crossing their arms, successfully running up and down flights of stairs, scratching the back of their head etc. without cheating the animation/artwork. Do a Transformers COSPLAY some time and you gain a real appreciation of how freakin' restrictive it is to move around in a box-shaped body. (-_-)

And those exposed parts aren't necessarily vulnerable - it's really just a matter of difference in kibble distribution, but non-kibbled robot parts are not necessarily "weak".