As of today, no Bitcoin exchange has insured fiat deposits since no Bitcoin exchange is regulated as a financial insitution nor does any exchange partner with a financial instition for fiat storage.
I would pay more to put my dollars into an insured account. I don't really like or trust the FDIC though so would prefer a privately created insurance. But FDIC (or whatever national equivalent, if the exchange is overseas) insurance for my dollar balance would be better than nothing.
I would pay more if my bitcoin deposits were insured against hack/theft, too.
It doesn't have to be insurance, a surety bond deposited with some mainstream institution that I trust would be sufficient. ANYTHING, so I had some idea that I would get at least some of my money back if the exchange got hacked in the time between depositing cash or bitcoins and withdrawing bitcoins or cash.