I apply the adage "if you need it, take it". Many of our dive sites are close to shore, in areas not well frequented by boats, and an SMB is a "nice to have" but not essential piece of gear. I will usually only take one at those sites if I'm teaching or practicing the skill.
Other sites it's an essential item, and I would not consider diving there without one. Places where you're diving from a live boat, where currents are prominent or unpredictable, areas known for significant waves or swell where a boat might not otherwise see you even from fairly close. These are conditions where an SMB can become a life-saver.
For local diving, SMB deployment is something I consider an essential skill, and teach it using a spool as part of my AOW class.
I agree about Cozumel. Oddly, the one time I chose to deploy my own there, the DM took it rather badly. He was too focused on a single diver, and I felt it best to keep my team together on the ascent up our own line. I got the distinct impression they didn't appreciate my decision.
... and if something happens to the guide ???
I'm not a big fan of trusting someone I just met with my safety equipment ...
... Bob (Grateful Diver)