Well, I would say its two things, maybe a combination of them.
In real life, I come from a line a fighter pilots actually, from my grandfather on down. And I had a chance to serve (and party) with a number of pilots when I was attached to an air wing. All of this kinda taught me one thing.
Fighter pilots do really dumb things.
The same reasons that drives them to push their aircraft are the same reasons you dont want them driving your car. Their risk takers by nature, moreover, they need it. Theyre sharks, constantly having to move or they feel like theyre dying.
So, on a whole, capsuleers would come from that same vein. Theyre all combat pilots on some level, or at least most of the pilots we tell stories about are. They would need that rush, that risk. Its just how they function.
(cue carebear/high-sec/miner joke here...im speaking as far as RPs go, not the reality of the EVE game)
Now, take those pilots who need that risk to feel like theyre alive, then tell them they cant die in combat. Now, you've taken that edge away from them, that adrenaline rush. Theyve got to find it somewhere.
Basically, a fighter pilot suffering from existential ennui is going to do really, really, really risky behavior just to feel like theyre still the people they were.
Edit: Also, what Wanoah said
Last Edit: Also, take the above personality type, then make them live for centuries. I think our characters are all gonna go bat shit crazy, and end up taking the kind of risks that made the scene from "The Deerhunter" seem reasonable.