The closest analog I can think of is Phillipe Petit's tightrope walk across the twin towers. Petit has similarly said that:

“I am not a death-wish person,” he said to me. “I want to live very old. It is true that death is part of the frame—that it frames such activities as bullfighting and tightrope walking. My world is a dangerous world, sure, but I am very safe in knowing my limits. I am not playing with words when I say I don’t take risks. The danger becomes so narrow that it is a novel companion with whom you travel. It is not an enemy.”

I know this isn't an answer, but if you've never seen the documentary about Petit, "Man on Wire", perhaps it would help to understand the mindset.