They don't really. Or if they do, with very much less urgency than when confronted with the possibility of being eaten by a tiger.

I'm reminded of movies where people in impossibly tough situations stick to impossibly idealistic principles. The producers of the movie want to hoodwink you into thinking they would stand by their luxurious morality even when the going gets tough. When the truth is, their adherence to such absurdly costly principles is precisely to signal that, compared to those who cannot afford their morality, they have it easy.

Pascal's wager was a very detached and abstract theological argument. If Pascal's heart rate did increase from considering the argument, it was from being excited about showing off his clever new argument, than from the sense of urgency the expected utility calculation was supposed to convey, and which he insincerely sold the argument with.