I don't think that one is insured when visiting another dojo. where I practice the insurance is included in the monthly payment, but I don't know about visitors.
On the other hand, this will not keep me from visiting other places.
After all, it's life. no one said you will get hurt.
You cross the street numerous times a day, do you get run over every time? ( I hope not!)
But still, some people do not like to take chances with 'Murphies Laws'... somehow, you can never beat them...!!!