Regardless of where you fall on the divine entitlement issue...
Any shipping charges are likely to be much less than the monthly fees paid. Further, I wasn't convinced that my customer service was any better with the plan than without.
It's a personal decision, that's for sure. Some folks have nothing but problems, and keeping and maintaining the Protection Plan may be a good idea for them. But others have such rare problems, it's not worth keeping it on there, and you CAN add it on the spot to cover the problem. At least under current business practices and rules, you can. I wouldn't recommend it be added for only shipping cost reasons unless the customer is prone to break stuff 6 times a year or more (and yes, some do)
One thing you allude to, there is absolutely no difference in the type of customer service you get with the protection plan versus without it. None...same agents, same troubleshooting, same resolutions.
I LOL'd at the "divine entitlement" comment. Oh, the things I could say about that, but I'm prevented from doing so.

I don't keep up with all the other companies out there (DTV, Comcast, etc), but I expect many/most will charge for a technician, and am guessing they also would charge for shipping a receiver (but again, I have no idea).
Disclaimer, my opinions are my own, do not represent Dish in any way, shape or form, etc, blah, blah, blah...