Mo is right. Just because you don't have PLI doesn't mean you can't be held liable, and just because a venue doesn't ask for evidence that you hold PLI doesn't mean that you don't need it.

To be clear, you owe a duty of care to anyone who can reasonably be expected to be affected by your actions. If you're negligent, you can be sued, and the PLI is there to pay out so you don't lose your house. The reason a venue might want to check you have PLI is in case your negligence affects them - they want to know that if they have to sue you then you're good for the money.

It's up to you to take a view of the risks and decide whether to chance it or take out insurance.