I never take the supplemental insurance either.
Insurance isn't cheap - it returns an average of "pennies on the dollar".

My attitude towards insurance is to only insure against truly unendurable losses. My new cars are insured for liability only.

Declining insurance is the only form of "gambling" I engage in, because the return is statistically above parity, and gets even better if you exercise caution and judgment to put you above actuarial averages.