a) The girlfriend knew exactly what she was getting into. He's been doing this for years and she is a recent addition.
b) A certain subset of humans are going to take "crazy" risks to do something totally new. Check out this woman breaking the land speed record on a bicycle. The tiniest flinch or sneeze would leave her strewn across the salt flats without any skin:
Or this guy breaking the record for largest wave ever surfed:
I realize neither are really arguments for the merits of trying things like this, but they are still amazing achievements that can make humans proud to be humans.