Risking your life was practically written into the job description of a mage. While magic seemed fantastical to some who didn't use it, and resourceful to those who did, the fact was: it was dangerous. Magic in and of itself was basically a source of energy, but when pointed at someone else, could be used as a devastating attack method.
Mages who joined guilds to use their magic to make a living knew this the best. They also knew that they put their life on the line every time they went out on any job. Maybe it was an easy fluff job for just enough extra money to pay for their kid's birthday presents, but that didn't mean it was completely safe. There was always the chance that something went awry, even in a job that was dubbed "easy".
But they, the magic-users, continued on the path of guilds and fights even knowing how in danger they were. Because it was fun for some, whether to fight or fight alongside their family, or just the best way to earn an income for others.