Things are very different in the last six months or so compared to what has gone before.
In the past, you'd have your NT screening, and you'd get a result. Generally if it's under 1 in 200/250 or so, you'd class as "screen positive" then as you say, spend the rest of your pregnancy worrying. Or, you could opt for invasive testing which carries a 0.5-1% chance of miscarriage depending on the skill of the doctor you go to.
I've had that screen positive for Down Syndrome - 1 in 34 with my last pregnancy. I declined the invasive testing (personal choice, no judgement on anyone else) as like you I would keep the baby regardless. It would be a different issue for the incompatible-with-life trisomies of course.
I spent 20 weeks worrying and feeling anxious, something I would not wish on my worst enemy, before having a late "safe" amnio at 32 weeks when the risk of loss turns into a risk of preterm labour.
This time out, somebody has thoughtfully invented a maternal blood test that although not diagnostic, is as close as you're likely to get without invasive testing. It tests for T13/T18 (incompatible with life) and T21 (Down Syndrome) just as the NT screening does, only much more accurate as it is looking at the chromosomes in your blood.
You can do it from 10 weeks (they take a vial of blood from your arm in the usual manner) and you get one of two results - 1 in 10,000 (low risk) or 1 in 2 (high risk). There's no in-between, so no running statistics in your head or needless worrying. You can also usually find out the sex.
The test is called Harmony, although there are other versions by different companies that go by names such as MaterniT21 or Verifi which are mainly US-based where the test is a lot more prevalent. The downside being is that it is not yet available on the NHS, and costs between £400-£600 depending on where you go. For the interested, it's £400 at the Fetal Medicine Centre in London which is one of the best places in the world to go for prenatal scanning.
So basically if you DID get a worrying NHS NT result, you could always opt for Harmony as it is risk-free and gives you a 99% result (i.e. it will pick up 99% of the babies with one of the tested trisomies) far more accurate than NT screening which is 90%. The downside being the cost of course, but if you're facing a 20 week wait or a risk of loss, the cost seems to matter less..
There are good reasons for getting an NT screening anyway regardless of beliefs over Down Syndrome etc. It's a chance to look at the baby and see if there are any obvious problems, including problems that could require further monitoring or treatment. A thickened nuchal fold is not just about trisomies, it can also indicate issues with the heart. The NT blood test includes a hormone that if very low can indicate placenta issues later on, which would warrant an extra growth scan later.
It's all down to personal choice of course whether to do the screening, but it's far better to make that choice in full awareness of the facts and the options you do have for further investigation if necessary. There's a lot more to it than "I'd never terminate".