How would this specific scenario play out in your game?
about the same way.
If you have a strict "only the DM calls for a roll" what would Bob have to do or say to indicate that they are suspicious in order for you to call for an insight check?
Bob would have to say, "My character is suspicious of him, do I get an Insight check?"
I don't have a problem with DM's that object to ABUSE of mechanics like this. It is worse when a player uses the clumsiest phrasing possible such as, "I
use insight on him." But these days I tend to believe that is the game and probably the DM having failed to train the player to be less immersion breaking. How could it be the DM's fault? Well, how about if the DM finds it immersion-breaking but never actually then just stops and says, "That's really immersion breaking. Can you say it like this...?" When the game gives players mechanics to use to pry information out of the DM it is utterly sensible and expected that they then USE those mechanics, and I have somewhat less sympathy for a DM who complains about that. If the player
needs to ask for an insight check I feel it's likely that's because they know the DM is waiting for the player to wheedle and cajole and use crowbars to loosen simple information from the DM's iron grasp. Simple information like: the NPC you're talking to is suspicious.
If a DM wants players to have information -
give it to them. They should not have to pry it away from you. At most the DM should be making it as easy as possible to get that information and that's only more true if the DM dislikes the use of game mechanics to force it. NPC Ned doesn't just say, "I didn't see or hear anything." NPC Ned says, "W-what? No! NO! I didn't see anything... OR HEAR! I didn't hear anything either. No! In fact I was sleeping very soundly all night! No reason I would have heard monsters in the alley. OR swords! Wouldn't have heard anything."
If Ned is suspicious,
then have him behave suspiciously. Don't have him speak and act perfectly normally and thus push players to the necessity of having to ask for insight checks
because their DM is not giving them clues that the NPC knows more than they're saying. If Ned is guilty of something but is a cool cucumber then sure, have him behave cool and calm and wait for a request of an insight check. But then EXPECT that check as a possibility and don't get wound up about it. Just make it and move your game along. If you genuinely want to keep information away from the PC's and players for whatever reasons you can do so. You don't even have to be bullied by the game mechanics. Assume as an IMMUTABLE aspect of the ongoing adventure or scenario that Ned lies convincingly,
regardless of insight checks. You can even run your entire game without anyone EVER wanting or needing an Insight check, but then your game lives and dies strictly by information the DM gives and how readily they give it. The DM can force players to scratch and claw for every tidbit or the DM can move the game forward without unnecessary roadblocks by being less reluctant to actually GIVE information freely.
What would Susan have to do or say to indicate her PC believes whatever the merchant says?
"I am reluctant to believe him. I think it's incredulous that he didn't hear anything." Players don't have to roll Insight to find out what their PC believes. They just decide that. Players don't have to accept what Insight tells them, or fails to tell them. They can just decide that:
"Your insight indicates that he's telling the truth."
"Nope. I still don't believe him. I remain suspicious (because my PC has a suspicious nature and will await later additional proof.)"
The game has these mechanics for getting information from the DM. The DM has it fully in their power to make it more or less necessary that the players ever use those mechanics. DM's who complain that PC's leap right for die rolls to pull information out in the crudest roleplaying manner possible may have legitimate gripes, but they are, IME, also much more likely to be DM's who are stingy with the kind of information those mechanics provide and players simply resort to the "big gun" to sensibly expedite the process.