Is that an honest question?
Lots.
We like to think that software engineering is a totally run-of-the-mill occupation, but even with the most basic imagination I can think of scenarios where a software engineer would be threatened by kidnapping/torture/murder/blackmail.
Not all software developers are making web-apps for the next big startup, some of them are working on extremely secret, extremely secure, extremely influential, and extremely deadly software, often times employed by extremely powerful entities.