No. In some cases, paying for your health costs directly may be less expensive than having your insurance pay for it.
Insurance is meant to pay for rare but expensive costs. The more things that are included in an insurance policy, the more expensive it becomes. That's why it's best to have insurance for expensive things (like replacement costs for a car or a house), but to pay out of pocket for more routine things (like an oil change or to fix a clogged drain.)
Health insurance is often backwards because most companies pay for things that are expensive (like a major surgery) as well as for things that are routine (like treatment for strep throat). Comprehensive plans like these are like paying for car insurance that includes oil changes along with collision insurance.
The fact is that most of what a family doctor does is not very expensive. When you see me, you are paying for my time and perhaps for a few inexpensive supplies, like a brace or some bandages. By paying for these services directly, you can then save money by purchasing insurance only for the things you can't afford.