taking a risk for a chance at a bigger payout is worth it sometimes.
For example, betting $1 on a coinflip and getting $2 back if you win is not as good as bettering $1 on a d6 roll and getting $100 back if you win. Whether or not people would prefer to take on more risk in order to get a higher value outcome depends on how risky it is, how much higher the value of the outcome it is, and the person's personal preferences. In the case of the 1-shot cop scenario i think the higher value outweighs the risk, but you clearly don't think it does. That's probably either because you don't think the value is as high as i do, because you think it is riskier than i do, or because you just prefer to take a safe bet over a more profitable but riskier play. In any case you should be able to imagine my perspective at least, even if you don't agree with it.