Not at all. There were two separate incidents, one with Expedia, and one with TravelGuard.
I won my fight with Expedia. With TravelGuard, in order to apply for their insurance, I was forced to cancel my flights before they would process my claim. They then denied my claim. They had no intention of paying my claim, but they also forced me to cancel my flights.
Holding the tickets would have given me options. In the best case, they would have changed their flight times or connections by a sufficient amount to where I could reject the change and obtain a refund (a route I've taken before). Worst case, I could have attempted to use the tickets from Las Vegas to Copenhagen. I think I would have been denied boarding as Denmark wasn't accepting tourists due to COVID (this reason for canceling my tickets fell on deaf ears at TG, but their policy is to collect premiums and deny claims), but I could have shown up at the airport and made the attempt. I had paid for the ticket, and it was business class, so it's not like I would be suffering in economy.
As it stands, it was a lesson for me, which includes not buying insurance for flights in general, and not buying anything from TG in particular. If you want to ignore the expensive lessons I learned, that's your business.