People know that they can die a horribly painful death from using a car, but they still drive. They do so not by making an informed risk/benefit analysis, they do by simply assuming that it won't happen to them. Same for crime and getting caught. We are not able to rationally deal with big risks, we only know the extremes of letting them completely dominate our decisions (e.g. people who will never use a bike in traffic, or only with a lucky charm on their head) or pretending that they don't exist.

Knowing of consequences does not imply being aware of them.