"Why would you jump out of a perfectly good airplane?"
Some people love the thrill, others don't.
I'm one of those who love the thrill.
So many of the military members I've met love the thrill of being in the military. Sure there are aspects of the job they don't love, but they love the discipline, the training, the comaraderie, the feeling they get doing something that deep down they know is important and affects the protection of the people they love.
If you have the opportunity, I encourage you to ask a military member what they love about what they are doing. You most likely will hear some pretty interesting stories! Additionally, it will give you the opportunity to thank and encourage them for their service. It means a lot to them to know people care and are interested.