Earlier quoted context omitted.
I agree it's counterintuitive, but it makes sense when I think about how, for example, it's the least neurotic people who do high-risk activities like base jumping or mountain climbing. Fear drives you away from threatening things, lack of fear allows you to move toward them more comfortably.
I dont know what you mean by "neurotic", but my impression was that quite a lot of these have mental health issues. In some cases, the risk taking seemed more like hope for suicide in denial. And they tend to be difficult people with broken relationship.
EDIT: People are a complex blends of emotions and motivations, so you're certainly right that can be another explanation for the same observable behavior. I really liked the comment about adrenaline junkies too. My point was only that on average it's low-sensitivity people who engage in those sorts of activities. Scaredy cats like myself stay home and read a good book.