Yeah, he was also a rich guy born with a silver spoon, who never faced any actual adversity in life, and so spent his time fetishizing those who do, while LARPing as one of them in controlled environments.
Read into his whole trip through South America; it's an absolute disgrace. The attitude you illustrated above led to the death of his guide (and almost his son) and him having to be hauled out of the jungle by natives on a stretcher for weeks.
Even the charge up San Juan hill is pure mythology. The enemy position had already been cleared by the 10th cavalry, and they were waiting for Roosevelt at the top. The guy is a complete work of fiction as he is taught to school children these days.
Point being, these romantic notions of life have very little bearing on reality. Criticism is valid. And doing dumb things is indeed many times just dumb.