Insurance doesnt prevent accidents. Im not against it (and in fact, it is obligated around here) but does having a car insurance somehow make it ok to drag race around schools ? Do ask your insurance company what premium they would charge to cover your drone if you want to fly at >2000ft above cities with no training, no transponder or flarm equipment.
As for the skydiving exclusion zones; as gliders we have to stay out of those area's too when they are active. Thats not so much to avoid a collision with the airplane, but primarily with the sky divers. They are quite comparable to drones in many ways: you can barely see them in the air, and if you do, its probably too late, they have no collision avoidance or other equipment, even if they see you, they are not really able to avoid a collision with you. The big difference with drones is that skydivers jump in well designated area's at well defined times. If they respect the rules (which Im sure they do, since they care about their own lives), they are easy to avoid, unlike drones flying everywhere any time.
But gliders and most private airplanes do not fly in such well defined area's. In fact, we are typically obligated to stay out of such area's, away from large airports, cities etc to avoid us interfering with larger commercial or military airplanes, so we have to fly relatively low and in the area's where drone operators think its safe or "safe enough". 2000ft is a typical altitude for us. And particularly in a glider you often simply have no choice to fly high even if you wanted to.
Airspace looks huge from the ground, but when I look at my flarm map on a sunny day, its actually very crowded. Have a look yourself, combine this adsb tracker:
http://global.adsbexchange.com/VirtualRadar/desktop.html
With this flarm map during EU day time with good weather, particularly on a weekend:
Spot the gliders!
Realize that doesnt come close to showing all actual air traffic. Now add a million phantoms, many caring about nothing but their maximum range or youtube views... an accident is inevitable. Who wants to be the first making international news for colliding his phantom with an airplane or helicopter? That will get you youtube views I assure you.