To follow on to 5), health insurance isn't just about you. It's about those who care about you. Helping to ensure they are not placed in a financial bind caring for you should something serious or catastrophic occur. Most likely, there are people in your life who would feel compelled to help you, even if it is a severe strain for them.

And as someone else commented on another thread here, in the last month or two: An insurance company will likely negotiate much lower charges that you can get as a private individual (in the U.S., at least). Even if you are left with part of the bill to pay, that bill is likely to be significantly smaller than it would have been were you uninsured.