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If one holds that Jews living outside of Israel should sit in a sukkah because of Sfeika Dyoma (We aren't sure what day it is), then why shouldn't we shake lulav and esrog? Worst comes to worst we are just shaking a bunch of leaves?

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judaism.stackexchange.com/questions/3244, written as an answer to another question, answers this one also. – msh210 Oct 23 '11 at 4:24
Lulav is only Derabanan on the last days judaism.stackexchange.com/questions/28194/…. Moreover, it's only a Zecher leMikdash where they for sure did it for exactly 7 days because they knew the date; no need to add Safek where there never was any. – Double AA Oct 7 '14 at 4:16
up vote 9 down vote accepted

Sitting in the sukkah can be considered a "passive" action, for without saying a berakhah (ברכה) all we're doing is simply sitting and eating outside. However, shaking the Lulav is an "active" or "positive" action which is very specific to Sukkot, and as such, it is not done for the same reasons we don't say a berakhah when sitting in the sukkah on Shmini Atzeres. (In other words, "Worst comes to worst we are not just shaking a bunch of leaves.")

In addition, the Talmud (Sukkah 46b) rules that the Lulav and Esrog are muktzah on Shmini Atzeres.

(Answer is loosely based on http://www.askmoses.com/en/article/103,21341/Do-we-eat-in-the-Sukkah-on-Shmini-Atzeret.html )

For more information on why we don't say a berakhah when sitting in the sukkah on Shmini Atzeres, please see:

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Why not quote the Tosfos sukka 47a first one? – sam Oct 7 '15 at 19:12
מיתב כולי עלמא לא פליגי דיתבין. בלולב לא רצו לתקן כלל שיטלנו הלולב מספק לפי שהוא י"ט ומוקצה לטלטול ומינכר' למילתיה שנוהג בו מנהג חול אבל סוכה פעמים שסוכתו עריבה עליו אוכל בה אפי' בי"ט – sam Oct 7 '15 at 19:13

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