It's not that people don't expect to pay. It's that plans like HDHP do not have predictability. An average person getting an average number of injuries cannot reasonably work out how much it will cost them to treat these injuries and whether the HSA is enough. The fact that there is the distinction between in-network and out-of-network means the deductible isn't a constant.

Your idea that insurance is only for things that are catastrophic to your finances is wrong. Health insurance is mandatory for the common good, even if your net worth is in the millions. You can't forgo health insurance just because you are rich enough. There have been long debates about ACA that led to mandatory health insurance that I will not rehash. And auto insurance is another example: you are still required to buy it even if covering liability for accidents and covering the loss of your car would be completely affordable for yourself.