Many people hear voices when no-one is there. Some of them are called mad and are shut up on rooms where they stare at the walls all day. Others are called writers and they do pretty much the same thing.
In order for people to be happy, sometimes they have to take risks. It's true these risks can put them in danger of being hurt.
No matter how nice the company one might be with, however, it is never pleasant to have a rifle pointed at one's back.