It is funny to me, how they fail to follow the logic that their payouts will be less when using a pool, even when the pool is 100% legit. Then add in the people cheating the system and manipulating the shares or hacking, which bring down profits even more.....
Maybe it's not that people don't realize it, and more like they're willing to accept a small fee in exchange for consistency. That and the ability to turn off the miner without resetting the statistics of chain/block finding.