Better way to say “Sorry I asked”

This is like "it's better to buy insurance and not need it (than it is to not have insurance and need it)."

In this phrase, being safe requires effort to be in that condition, but the effort is small compared to what loss might occur if that effort weren't made.

Examples are:

It's better to check behind your car every time you back out of your driveway, even if you don't have children or pets.

It's better to always check if the gun is loaded, even if you don't have bullets.

Behavioral economics provides us with a laundry list of possible cognitive biases and heuristics underlying doomed to fail.

https://thedecisionlab.com/biases

The Sunk Cost Fallacy (already noted) https://thedecisionlab.com/biases/the-sunk-cost-fallacy The Sunk Cost Fallacy describes our tendency to follow through on an endeavor if we have already invested time, effort, or money into it, whether or not the current costs outweigh the benefits.

Gambler's fallacy https://thedecisionlab.com/biases/gamblers-fallacy also known as the Monte Carlo fallacy or the fallacy of the maturity of chances, is the incorrect belief that, if a particular event occurs more frequently than normal during the past, it is less likely to happen in the future (or vice versa). The fallacy is commonly associated with gambling, where it may be believed, for example, that the next dice roll is more than usually likely to be six because there have recently been fewer than the expected number of sixes.

The Ostrich Effect https://thedecisionlab.com/biases/ostrich-effect The ostrich effect, also known as the ostrich problem, is a cognitive bias that describes how people often avoid negative information, including feedback that could help them monitor their goal progress.