I always thought this was a fallacy until my car got stolen just after cancelling my car insurance policy. My intention was to move from one provider to another, but I didn’t plan the transition properly.
When you call an insurance company to ask for a car insurance quote, the agent asks a few questions. They basically want to know you, where you live, where you work, your credit record… to assess your risk. You obviously can’t change certain factors they use to assess you, like your age, but you can.