You are completely right and I now realize that I worded my comment poorly. You are right in that you don't have to have a dual intent visa to apply, but take my case as an example. I'm in the US on a non-immigrant work visa, but I haven't applied for EB2-NIW because I know that if I get denied, then I would have proved intention to immigrate and getting another non-immigrant visa will be close to impossible.
I wouldn't have that problem if I was on, say, an H1B Visa.
Well, if your immigration petition had been denied while on H1B you wouldn't be able to extend it past 6 years and for most H1Bs, whose bodyshops file for GC at the latest date possible, it would mean going home right away or, at best, at the end of their last one year extension. I am not a lawyer and might be overlooking something obvious, but I can't imagine a situation where going through a non-immigrant visa (even such as H1B or any other dual intent) and AOS had been somehow better than straight immigrant visa if you intended to immigrate and have qualifications for a non-sponsored GC.
I wouldn't have that problem if I was on, say, an H1B Visa.