It's all part of the actuarial mindset. The entire point of the exercise is to arrive at a model of reality that has some degree of predictive power.
> For me the only things that scare me are in the "I have no data on that" category.
I feel exactly the same way. It means that I have no idea what those things will wind up costing me, and that's the anxiety trigger as far as I'm concerned.
Closely tracking things you can not control may provide a sense of control to some.
Or the other way round: Crunching enough data and building reasonable predictions based on that takes away the element of surprise, and the element of surprise for some translates to anxiety.
For me the only things that scare me are in the "I have no data on that" category.