similar to going to a casino, know the rules/risks, play accordingly, keep your expectations to a minimum, and don't risk anything you're not willing to lose. this way, if you lose, there is no disappointment, and if you win, its a bonus.
for some people, the very act of risk taking is sometimes more thrilling/fun than the impending success/failure. some people just like to try things that people tell them they should/can not do. there's nothing wrong with any of this as long as you're not putting anything on the line that you can not afford to lose. and even if someone did, being stupid is not a crime.
if anyone's talking about marrying an amp girl, its a whole nother story, but if you're just trying to have a good time with some good ladies, you do not necessarily have to keep it strictly a business transaction. if you're afraid of getting played, you could miss out on some great moments.