A friend is a firefighter, after getting an ivy league MBA and working at Goldman Sachs as an investment banker, etc. He chose to leave the big bucks environment to give back. He’s got a strong sense of duty and giving.
As far as risks – it’s easy to have a non-life threatening risk that is still serious. So death rates aren’t the whole story. It’s hard physical labor and when you’re hauling people out of burning structures, you can easily injure your back or have other injuries.
Not everyone goes into firefighting for the perceived money. My friend left a much better, safer, career that paid a heck of a lot more money.