They probably do, but my guess is they still fear the pain.
If you think about the Crucible from a lore perspective all that repeated death within such a short amount of time seems kind of gnarly.
I guess folks can get used to anything if they experience it enough times.
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Absolutely, multiple lore cards show how robotic and unfeeling Guardians are when it comes to their own death. Hell in forsaken there's an entry about a Warlock who keeps killing himself in increasingly obscure ways just to become a thanatonaute