I wish we could, as a society, rationally work on reducing some of those risks. Smoking is on its way out, finally, with substantial public education, taxes, peer pressure, etc. But smoking mostly only affects oneself, second-hand smoke notwithstanding.
Some risks, like choosing to drive all the time including while angry, sleep-deprived, distracted, etc., or choosing not to be vaccinated, aren't just on yourself, they're increasing the risk for everyone around you.
I can't safely go the store even if I choose to walk or bike because some jackass might decide to pick up a french fry instead of look where they're going and jump the sidewalk or veer into the bike lane and turn me into paste. There's not really anything I can do about it, except huddle in fear in my house. It's infuriating.
Similarly while I'm vaccinated and thus my risk of hospitalization or death from COVID 19 is effectively 0, my three year old son is not. People choosing not to vaccinate are putting him at risk, which really twists me up inside.