I've always thought that a good comparison was drug addiction. Ultimately, what's the difference between someone who engages in high-risk extreme sports and someone who just sits at home doing meth in the basement?
They are both doing dangerous, unnecessary things to manipulate their brain chemistry, without creating or learning anything useful or affecting anything in the larger world around them. Why is one considered heroic and adventurous, and the other criminal or at best pathetic?
I'm not saying that pleasure-seeking for its own sake is inherently bad or wrong, but how would you compare and contrast the behavior of a drug addict and a high-risk climber, if you were explaining it to an alien anthropologist?