The explanation is still a bit contrived, I agree, but in the anime Defense Monster holograms are covering the card (which is why in the manga version of the Exodia duel between Yugi and Kaiba, Yugi couldn't tell what Saggi the Dark Clown's card effects/lore were), which would then make Yugi cautious as to whether the monsters have special effects that could be triggered by haphazard attacks. Bakura probably also worried that if he had set cards on the field in the spell and trap card zone, Yugi wouldn't attack.