When I bought mine used, they tried to include gap insurance. I told them I wasn't paying extra for gap insurance, and the guy told me I was crazy because if I totaled it, it got stolen, etc, I would be in trouble. I told him that I'm pretty sure I was okay since I put 10K cash down on the car, and had no trade-in rolled in. I also told him if he didn't remove it that I'd be happy to take my business elsewhere.
[b]Edit: The only reason I can think that they require it on a lease is that you aren't buying the car, so it's still theirs. I mean technically if you finance to own a car, you don't own it until the lien is removed, but your intent is to own the car.
2009 Hyundai Sonata Limited V-6