I personally would rather stand back with one glove and have a shy when the batsman sets off than stand up and risk an errant delivery going for even more runs. I appreciate it won't work for everyone, but one hand to take the ball and the gloveless one to throw down the stumps has worked for me in the past.
I struggle enough to catch it wearing dinner plate sized gloves with webbing and a sticky surface, so I wouldn't make it more difficult for myself if I could help it
But you're giving yourself a better chance standing back, even with one glove, of doing that, than standing up. At least this is my experience of keeping at the death anyway. That's why we love this job, we all do it in slightly different ways