I don't have an example off the top of my head, but I do recall some teams "Daring" the other team, hoping they would get "Double Dared" back and then could answer the question. When they answered the question right, Marc would ask them if they knew the answer the whole time or if it just came to them.
However, this was done far less often than just taking the "Physical Challenge." My guess is that, as you said, bluffing is tough to pull off, but there's also the fear of the unknown, especially since the other team can take over control on a right answer, or, if it turns out you're wrong, you give the other team control and a bunch of money.
Anthony