Earlier quoted context omitted.
Because safety and pleasure are not mutually exclusive. If your question was valid, skydivers wouldn't use parachutes and skiers would wear shorts and tank tops. Just because one wants to enjoy a risky activity doesn't mean one has no common sense or self-preservation instinct.
Free climbers, astronauts and political dissidents must also be insane, and not understand this, either? Or their utility function is simply maximized at a place where yours is not. I wouldn't smoke, ride without a helmet, etc, but who am I to say you are wrong for doing so? There are many people who would not sign up for a trip to Mars, but I would. Who are they to tell me I am wrong for a wanting this?
Wait, when did I accuse anyone of insanity?
> "I wouldn't smoke, ride without a helmet, etc, but who am I to say you are wrong for doing so?"
I never said anyone was wrong for anything. I think you meant to reply to person I replied to above; you and I seem to agree more or less.