Personally, I'd prefer to regret for MY actions than for having followed other people's advices.
I advise that you don't put your soft dangly bits into some hot hair straighteners - but then it is is better to regret your own actions rather than taking advice aimed at protecting you from lots of pain.
Or more topical, you are becoming fuel critical in the hold over your destination and the last 10 approaches went around due to windshear. Your FO wants to divert but you are better than all those other guys who failed and you will nail a greaser landing ...
If you are gambling nobody elses hard earned money / capital / home then fair enough although that would put you in the minority.