I think it is because it is our heart, and we only have one. It is difficult to accept  that  any irregularity of the heart is harmless. Logically though, we are not machines, and it would actually be near impossible that our heart beats perfectly regularly 100% of the time.

It's actually normal and usual heart behaviour for there to be  occasional ectopic activity - unfortunately when you feel it as a huge flip or thud it's really disconcerting.  If it was my toe that liked to do it's own thing 50 times a day, it would just be an annoyance, but when it's your heart that's much more worrying.

I think there is also an element of 'tuning in' to them. They are found on 40% of ekgs apparently, so obviously most people are unaware of them.

they do feel unpleasant Martin

thats not cognitive.
that is how it feels.
The wrong assumption is to think that because 40
% of the people. (i just picked a number so dont attack me) dont feel palps but have them also, that the explanation why you do feel them must be cognitive. NOT every person is the same physically so you cant generalize this. maybe a nerve or muscle is involved in your palps.
my palps are almost always painful..spasm..squeeze. I do have some minor skips that just feel like throat flutters. not painful but annoying.

thats why we keep having questions. because people want to tell you you shouldnt bother and focus upon them. but they bother you. my palps are that painful you cant ignore it. if someone hits you in the face you couldnt ignore it too. you feel it.
its imo strange to say..but you shouldnt focus upon it. I dont . it just happens.

my psychosomatic therapist now tells me its when i relax I possibly get more symptoms.. go figure.; so i'm too relaxed

Yes, I agree that you are more vigilant towards small and unimportant symptoms.
And of course the heart being a vital organ, feeling "out of rythm" just within that might give rise to fear no matter how much you understand the nature of benign palps.

But still ...

I really believe that I have understood, quite deeply - that they are not harmfull. They always go away. I'm not dead yet

But to me they certainly are annoying, for example when they "fire off" at night as soon as I lie down (yes, lower pulse seems to make them come easier), but also just the position lying down.
And mine (sounds like small animals inside you, right?) all too often feel as if they are "hitting a nerve" and thereby make the heart beat harder for maybe an hour or two, causing sleeplessness. And making my urine production bigger. This happens no matter how many times I think or say the mantra. "They are completely harmless ..."
But they still too often devour my sleep, the little bastards!

But thank's God they are ...

Thanks a lot, RLR. Very interesting. I never heard about 'locus coeruleus'. I makes a lot of sense to me because I sense that the palps do have a physical - and bothersome - effect as well as the mental one.

Wikipedia has a - imo - interesting article on this part of the brain.

So I move on, first of all knowing palps are not the least dangerous, also trying to reduce them (especially by not eating and drinking too unwise ...) and finally with this knowledge that they actually are able to create an effect "the other way" as well.