I don't really understand this perspective. I always get a little spooked when sellers ask me if I want insurance. Insurance is not for the buyer, it's for the seller. The buyer is expecting the items to show up as agreed upon. If they don't show up, the seller refunds the buyer, and then makes a claim with the shipper (if they've insured the item). That's how it works in my book. What's the buyer supposed to do? Make a claim with the shipper on a shipment they didn't initiate or pay for?
Good point. It's a real PITA to try and recoup costs as the buyer. It takes the seller/shipper to initiate and finalize the claim.