Hospitals will often tell you not to get your own insurance, but I think it's mainly because when the nurse has their own lawyer representing them, the hospital and their lawyers aren't in complete control anymore. The nurse now has someone looking out for their best interest.
When I had orientation at my current hospital, the risk management lady went on for about 10 minutes how we didn't need our own insurance, the hospital wouldn't hang anyone out to dry, blah, blah, blah.
I also agree, the insurance comes out to less than 10 dollars a month. Completely worth it in my opinion.