That may be because you're on a bike. A fully loaded 4x4 full of well fed whitey, in their air conditioned cocoon, will look a darn sight more "shakedownable" than a slightly soiled, solitary, biker.
I have travelled between Kenya and SA many times and I have oftened been asked for insurance (and often COMESA by name in TZ, ZW and ZM) by police road blocks. When you#re driving a vehicle you will often be asked for insurance during the border clearing process and sometimes you won't get your gate pass without it - think this happened to me in Botswana.
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