They are cheap insurance. No one plans to go out and have a chainsaw accident.
I'm sure all of those who have been injured were figuring something like "I'll be OK. It's just a couple of quick cuts." or "I'm experienced enough to avoid an accident." Then every time they go out without them and come back whole, it just reinforces the idea that "I'll be OK. Those other guys just weren't paying attention, or they just aren't as good as I am." Most of them start thinking differently on the way to the hospital. The really stubborn ones never get it.
I've been guilty of thinking that way myself: "Oh, this is easy stuff, and it's only a couple of cuts. I'll be OK." I try to guard against that thinking. I intend to be around to see my kids grow up and get married and have full use of all of my limbs while doing so. It's a bonus to not have disfiguring scars that might scare off the future grandkids.