Because some of the consequences only become evident when you look at aggregate statistics. For instance, fastening your seatbelts is inconvenient and you may have only heard anecdotes about friends of friends who got hurt by them in an accident, but if you look at the statistics you'll see that buckling up clearly improves your chances of getting out alive.

> Why can't it be that they're making the choices they want to make?

Just because they want to make a choice, doesn't mean it's not stupid-ass choice. One could argue for the right to be stupid, but I draw the line at the point where stupidity becomes an externality.