Ah yes, the "I've never lost it before, therefore I'll never lose it in the future," argument. Boggles my mind how many people buy into that fallacy. I haven't ever lost my keys either, but I prefer to subscribe to "Past results are no guarantee of future performance."
Ding ding ding ding! This is my thinking as well. There have been occasions where in the morning I got in the car and drove half way to work, just to think "did I remember to bring my backpack?" Or when I'm traveling I'll have that panicked moment, usually after returning the rental car and on the shuttle to the airport, of "Did I leave something at the hotel or in the car?" In both cases I'll be able to just open the Find My app and quickly see if the things I care about are with me or not, without having to frantically open my bags in a moment of manic paranoia.
The traveling one is especially true for my keys. I bring my keys with me when traveling, since I obviously need them to get to and from the airport. But while on the trip I will leave them in my backpack. After a week of not having them in my pocket all the time, I get paranoid that I left them somewhere, even though I've never actually done that. Again, enter AirTags to provide some peace of mind.