It would require more than imperfect information, but imperfect information _about_ the imperfect information. Ie, if people knew the insurance company had per

It would require more than imperfect information, but imperfect information _about_ the imperfect information. Ie, if people knew the insurance company had perfect information, they wouldn't buy the policy. At that point, the insurance company could just directly sell the information and still create surplus by reducing uncertainty. This meta-imperfect information wouldn't last very long: People are generally skeptical of things like insurance as a baseline anyway, since they're unintuitive ("why am I paying for nothing every month?"). In this hypothetical world of perfect insurers, people would just sum up the anecdota of X insurance literally never paying out (and everyone rejected having X happen), and it wouldn't take very long for conventional wisdom to switch to "insurance is never worth buying".