I'm not sure I understand what you mean when you say

This seems at odds with our notion of subjective probability, where we assume that significant lingering doubt after confidently assigning a 99%+ probability is evidence that your calibration is poor, and your estimate should have been lower.

The most confusing part about this is the part about poor calibration.

As for the rest, I don't deny that the fact that the man is unwilling to undertake the voyage is evidence that he doesn't think it is worthwhile, at least in ordinary contexts. But I think there is little to recommend the view that acting against your best reflective judgment is impossible or even extremely rare.