You're right Alan, decent aftermarket wheels are as light if not lighter but often a lot cheaper.
Eggy, its all about risk assessment, you work out the frequency (once in 15 years in my case) of things going wrong and the potential cost to you. Alan and Andy have mentioned the high potential costs for them if they get stranded, so they choose RFs to mitigate the risk.
However, in your case you have to ask would the potential impact of getting stuck (very very occasionally) at the side of the road waiting for a breakdown truck be enough to justify the RFs?