Race car drivers have a different mind set about them. I don't know if it an issue with their egos, or they get such a rush from racing that they cannot walk away.
I remember Dale Earnhardt being quoted as saying something to the effect that if he died driving a race car that would not be a tragedy. If he died driving a passenger car, that would be a tragedy.
Then there's Neil Bonnett. He had a very serious accident at Darlington and was forced to retire. He did not like retirement and badgered his doctors to release him to race. His next race was at Talledega; his car became airborne and he crashed into the catch fence. Some suggest that he suffered a concussion in that accident, but it was never really confirmed. His next race attempt was at Daytona. He died during a practice when a shock mount broke on his car and he had a head on crash into the wall.