But again, the risk stats and perspectives and acceptance may differ. You may need to work on yourself to develop empathy for your and his personal choices and stop thinking of him as "sad", more than work on him and try to "help" him :-). The word "paranoid" seems out of place as well - the risk is actual and demonstrable.
For example, skiing is fun. Flying airplanes is fun. And general aviation is quite safe for those who take it seriously. So while there's risk, there's also a reward. And that risk / reward ratio may be what they choose to personally accept.
There's no reward for getting covid! There's no fun in it! And many people either don't want to get it at all (given the risk of either bad immediate symptoms or long term impact), or had bad experience and don't want to recur, or don't want to contribute to chain and infect others yet.
Heck... I'm persuading myself to start wearing mask again (the only reason I stopped is that I work from home, but have a 2yo in daycare and 4yo in kindergarten which massively outweighs any risk I bring into house).
(I do want to ask though - are they wearing like n95 or surgical mask... Or as you mentioned in original post a full painting-sryle respirator with two big round filters etc? That, I'll agree, is a significant comittment if they don't have significant personal risk factors)