I dented/scratched the rental car but was told that the insurance doesn’t cover it.

The agreement of the car rental company will list the conditions applicable to insurance and compensation for damages. For example, it might state, “If an accident occurs, immediately contact the police and the car rental company.” If you don’t do so, the insurance and compensation for damages will not apply, and you may be charged the full amount for repairs. It is common to get an explanation when renting the car of the conditions that need to be met for compensation to apply. Check the agreement first, then talk it out with the car rental company.