During my last trip (in Europe), several times I was absolutely convinced that there would be no rain and so I decided not to bother with the tarp due to lack of space or inability to get the stakes into the ground (solid rock under me). Big mistake! Storms can blow in from the north Atlantic without warning. From clear sky to all hell breaking loose in a matter of minutes. Luckily, I am a light sleeper and was woken by the sound of the breeze picking up rather than the rain drops which soon followed. And slow learner that I am, I made the mistake twice! Luckily, I was able to get the tarp out and cover things up so my down quilt didn't get soaked. But that is the last time I'll ever make this mistake in Northwest Europe (or the similar eastern United States).
Now in the desert or southern Europe in the summer, it might be a different story.