Sure there are some risky activities that would interest me, but at the end of the day, there are more than enough interesting alternatives that are a lot less risky.
People who take those sort of risks don't think they will be in the n% of people that die doing it, but that they'll be able to survive despite it being hard and dangerous. Some don't survive, but those who do get their kicks for beating the odds, that sort of stuff. Of course, that's not for everyone. Most people want the most safety possible, that's why we live in cities and try to make the environment the most controlled possible.
Now it might not seem like much, but as I get older I am more willing to take risks because of this stuff. My risk threshold is basically one in 50,000. If it's more risky than that it's just not worth it IMO. At 70 I will probably have a lower threshold but for now I am happy, healthy, and hopefully have many more years ahead so taking 1% death risk seems stupid.