I have never had my debit card compromised. Ever. The fact that it's a direct line is what makes it not usable to buy things online, etc (generally). But it's very nice to use in person - I like that when I spend money, I'm actually spending it and not creating debt. (Don't get me wrong, I always pay off my credit card bills every month, which are not trivial sums .. but I'm only using them because they're the only things you can use online.)
Credit cards, on the other hand - we all pay for the insurance. It's not really the banks problem, its a problem that you have protection for because you pay for it.