I can't understand all this angst over letting a little anti-seize touch your skin. I skimmed through a few MSDS sheets and find little that alarms me. The hazardous ingredients are carbon black, nickel powder, zinc oxide, aluminum powder, and copper powder. None of these is carcinogenic to humans in low doses. Probably no more hazardous that grease and oil.
I imagine the warnings are aimed for people who are in prolonged contact with the compound, such as in the manufacturing plant.
If you wear gloves for grease and oil, then you should probably wear them for anti-seize also.