I am curious. If OPT is rejected, do I just lose 410$? That’s a free money!
The $410 is a “filing fee.” It’s gone after you file your application for OPT, regardless of what happens with that application.
What a BS
All of those kinds of government services are expected to be funded by the fees. So the cost is the same for a yes, or for a no. 
Yeah, the lady who handles OPT in my school’s ISS told me that USCIS is solely funded by immigration fees, no government fund whatsoever.
That may be a good thing, in the current political climate.
Imagine all immigration and visa interviews getting cancelled during government shutdowns, some of which will take months to re-schedule. Or USCIS staff cuts whenever Congress wants to shave 5% off of the discretionary budget.
Being a fee-funded operation has its advantages, expensive though it may be for hopeful immigrants.