Clinic visits, including those for acute but straightforwardly treatable illness, just aren't where all the cost is in the system. You insure against chronic illness and major surgery. This is the logic of HDHP plans: it often really is a better deal just to pay cash for routine care, especially when you're (relatively) young and that care is likely to be cheap.

You can see echoes of this in other insurance products. Homeowners insurance, for instance: you insure against your house burning down, but you're probably better off not making a claim for non-catastrophic events, because you'll probably pay more than you would out of pocket, in the long run, when your rates go up.

Obviously, what makes health insurance especially annoying is that there isn't a transparent market for services the way there is for home repairs. Insurers work out special rate sheets with providers and quote bizarro numbers back to you. That sucks! But the underlying logic of insurance not reducing the cost of a pneumonia visit is still sound.