Just this week I read a story about Henry Worsley who died trying the same thing: https://www.newyorker.com/magazine/2018/02/12/the-white-dark... . After reading, I wonder if you have to a certain level of insanity for doing something like this.
My assumption is that people want and need some level of "excitement"[1] to feel like living a meaningful life. Say, in scale 1-10, if you only get exposure to level 1 excitement, you kill yourself to avoid a boring life, occasional level 5 keeps your life interesting, 7-8 starts to be so uncomfortable that you rather avoid and 10 is so much that you rather kill yourself than expose yourself to this level of excitement.
Now, the problem is that same things give very different levels of excitement. There are people for whom game of Monopoly is level 5 excitement. And there are people for whom game of Monopoly is solid level 1 excitement.
With this model you see why some people decide to take risks some other find outright stupid or insane. So next time you think someone is doing something insanely risky, you might want to think how fulfilling your life would be if the things you do to get emotions would be stripped from you before calling the persons with pejorative adjectives...
[1]no, I have no good definition for this word