I had a fairly significant icing encounter during my IFR training (with an instructor) that really brought home some lessons for me. When you're flying VFR you can see the weather around you and if you're proactive easily deviate to get around bad stuff. When you're IFR and in IMC, in particular in busy airspace, you can quite easily end up getting vectored into stuff you wouldn't chose to fly into normally. We were vectored into what turned out to be icing conditions to make room for some landing F-16s. You can't see the weather when you're in the clouds, and controllers don't have magic weather sensing powers.
