Wow, I have three instinctual responses to what you wrote:
As someone who works preschoolers, both with and without disabilities I can tell you that there are huge differences in typically developing two year olds in how much physical activity they seek, how well they remember rules, how adventuresome they are and how impulsive. Some two year olds can easily master "hold mommy's hand all the time" and others are going to have more trouble with it. To judge another parent or another child because they follow a different developmental time table from your own is ridiculous.
My second response is that as a parent I wanted my toddler to be joyful and inquisitive. I wanted him to try walking on curbs all by himself, and to use both hands to pick up that wonderful worm he saw lying on the grass. "Hold on to mommy every second" doesn't fit with the inquisitive attitude I want my child to have. If you really want your two year old to follow a rule like "never" let go of mommy you have to be very consistent, and frankly consistently enforcing that rule would go against what I believe about parenting and child development.
Finally, I don't see a need to terrify my young child by passing on MY responsibility to keep him safe onto him. Two year olds have a very limited understanding of the concept of "maybe" so telling him that strangers can be dangerous would have translated in his little mind to "you are surrounded by people who want to hurt you".
To the OP -- if you see a harness as a gentle way to keep your child safe in a challenging situation, I say go for it!