Learning to consistently win nethack completely changed my intuition for low chance risk. Common actions that are 99% reliable but with serious consequences for failure are sure to be run-losing. Even something 99.9% is too dangerous to do more than a handful of times per run if you're trying to streak.

Of course you don't know these numbers directly unless you get deep into the wiki/source. But you don't know the odds when driving on a rainy night either.