I don't interact much with shelters - they're notoriously anti-rescue - but if my microchipped dogs were lost, you can bet I'd be there every day checking the dogs that came in, and making sure they were scanning *all* of them. (Calling does not do it, IMO - I know people who called a shelter several times a day for three or four days, asking if a Boxer had been brought in. They were consistently told there was no Boxer there - they decided to stop by anyway, and lo and behold there was their Boxer, on the last day of holding!).
I agree collars may provide a more immediate means of identification - but collars can come off, especially if they're loose enough not to cause a choking hazard. And, many, many people who leave their dogs in fenced yards *with* collars come home to no dog, and a collar thrown in the yard. Collars do not stop thieves. I'm not sure that microchips do, either, but at least they are not easily removable.
As far as why risk it, I could turn it around and say why risk your dog choking to death? As I've said, it's a matter of risk assessment comfort level. I too have screen door openers - why leave the screen available to be opened? We lock the screen door, or close the other door so they aren't able to let themselves out. And most of mine have tried to escape the tub at first, before we got them trained - we just shut the bathroom door. The floor in there may get a little wet the first few times, but the rest of the house stays dry!
Julie