If you've ever gone skydiving, you'll know that once you have trust in the technology that deploys the canopy, you can get fairly blase about the exit. Also, the height becomes sort of abstract above a certain level - even at 3000 feet, the world below doesn't look particularly real, it looks like a very detailed model with cute little moving cars and stuff.
I totally can understand how that would be the case. But I find it hard to believe that the experience might not be just a little bit different when you are looking across the top of the atmosphere, waiting to hit Mach 1 and hoping you won't spin like a rag-doll until the G forces shred your internals.
Personally, I have a continual internal struggle with sky diving. I really want to try it, but I have enough of a fear of heights that I'm not sure I could convince myself of the abstractedness of it.
I haven't gone skydiving, so maybe you know better than I do, but wasn't this exit more perilous than most? He had to leave the platform with as little spin as possible since there wasn't enough atmosphere for him to control his descent.
Or maybe they just hyped the danger to make people keep watching?