The Insurance Problem

Why is it that insurance companies think they can keep all of our hard earned money even when we do not file a claim? Shouldn't we be getting a BIG refund check back in the mail from our insurance companies at the end of the year saying "Hey, good job, you didn't crash your car, your house didn't burn down and you didn't get sick so here is half your money back." Only in a perfect world I guess, I mean insurance sure seems like a perfect way to scam people out of money. To make matters worse states like Michigan make it mandatory for every motor vehicle to be insured. Many times the insurance can even be more than the car payment yet we don't see any return on our "investment", the insurance companies keep all of the profit. Is it just me or is something wrong with this picture...