Often they (new divers) don't have a choice. I'll use some examples from mac64, who you replied to.
1.) Until they get first hand experience with a sizable number of deep dives, they don't know their personal susceptibility to inert gas narcosis, and since it varies in an individual over time and often people who are impaired don't realize it, it takes experience to get a sense of what one's limitations are (or at least that they don't appear to come into play during the diving you've done).
2.) Their heads won't explode if they surface quickly, but lung expansion injuries, arterial gas embolism and barotrauma are significant risks.
3.) The air can indeed disappear from their tanks if not watched adequately ('constantly' is over-selling it). Underwater there's a lot of mental task loading and there are distractions. For a newbie, that's a lot to deal with. And if you haven't dove enough to have an intuitive sense of your gas consumption rate tends to run and conditions impact it, it's quite possible to get a nasty surprise.
When people come into the recreational dive hobby, they start out with a set of seemingly arbitrary recommendations based on industry conventional wisdom that work well for the large majority of divers. Such as...
1.) Don't dive solo.
2.) Don't go over 60 feet deep to start; advance through formal training, mentorship or gradually through experience.
3.) Avoid overhead environments, hard (e.g.: cavern) or soft (e.g.: deco. obligations).
4.) Don't go over 130 feet deep without technical training and setup.
5.) Don't dive in caves unless and until formally trained and certified to do so.
That doesn't mean nobody can dive solo (I do), that dipping a few feet deeper than 130 on a Belize Blue Hole deep dive is instantly fatal (I did), swim throughs will kill you, etc...
But it's a good starting point. And when new divers progress to the point where they ask questions about the 'rules' of scuba diving and how rigidly adherent they need to be, a cautious approach is warranted.
Many of the things we consider unacceptably risky in topside life are survived by most people exposed to them. Asbestos in the walls probably won't kill everyone in the building. Some people can routinely drive 80-mph in a 55-mph zone. And so on.
There's value in some of our controversies and debates on ScubaBoard. Let's say you often do 150-foot deep air dives and handle the deco. obligations without having had any formal technical dive training. Okay. You do you. But if someone criticizes your practice as risky, at least that might signal less experienced divers that what you're doing is a bit 'fringe.'
Years ago, I was surprised when a poster shared a video of himself doing a really deep air solo penetration dive into a famous wreck (which sounded to me dangerously reckless), and got practically no push back. I asked about this, discussion ensured, and it turns out this guy was one of the extremely accomplished, famous scuba 'greats.' In a nutshell, he knew what he was doing. Which is fine, but I had no idea then who this guy was, and I imagine most newer divers wouldn't, either. If they find that old thread, they'll see his dive was conducted in the context of great knowledge, skill and experience.
To paraphrase the old G.I. Joe cartoons, knowing is half the battle...but it's not all of it. The underwater environment with scuba puts a task load on our minds that may not be appreciated until we're caught by surprise in an anxiety-provoking situation, and discover using what we know to effectively problem solve is suddenly harder to do.
I think this discussion of relative risk and the dangers of recreational diving is arguing shades of gray amidst nuance. None of us thinks it's perfectly safe or (conducted properly) horribly dangerous. I think an attitude of caution is warranted.