If you're deep into the immigrant visa process then your chances of receiving a nonimmigrant visa are pretty close to zero. The only exception would be if you're from a VWP country then you'd probably be able to visit, or you already had an existing B-2 from before you filed for the immigrant visa. Otherwise, as you say, you're just giving the US government free money.
Every visa applicant is presumed by law to be an intending immigrant. It's up to you to show that you will return to your home country at the end of your period of authorised stay. With an immigrant visa in-process this is going to be almost impossible for most applicants under those circumstances.