As humans we can be biased to think we are secure until we are shown otherwise. We hire ethical hackers to try and assess the likelihood of getting hacked by a non ethical hacker.
Cyber insurance companies understand the importance of 3rd party assessments, which is why they require it. They do this because you can't effectively check your own work without running into biases. Have you ever made a typo and read over it a thousand times? Your brain registers it as correct because it knows what should be there and sees it as it if it were correct. Also not just because a system is configured correctly does not make it secure. We secure your system by checking and evaluating all of your settings, tools, and processes. We are able to figure out gaps in security before hackers do.