I was actually typing something like this in addition to what I already wrote, but I didn't think it was totally applicable in the context of the GP's statement. For the vast majority of folks an unexpected bill of $100k and an unexpected bill of $10M are likely to be equally ruinous.
Money is a very bad medium to talk about probability and human reasoning because doing so supposes that all dollars are worth the same when in reality they are anything but. Your last dollar is more valuable than your hundredth dollar which is more valuable than your thousandth dollar which is far more valuable than your millionth dollar. Giving someone ten million dollars does not make a hundred times as much difference to their lives as giving them one hundred thousand.