The secure configuration means when Duo is down, you can't login, unless you have some out of band login method that's not protected by Duo. That is a pretty big commitment to Duo's uptime, and it makes sense that it's not the default.
And, one day, they may suddenly go out of business, as can happen. In my team, we discussed this option, and intentionally picked fail safe (open), and would have regardless of the default.
I imagine a more relevant question for most is could Duo have a big outage.