Their own mental wellbeing is a lot less at risk, unless they think they've got horrible depths they never want to sink to.
If I remember right, that was at least part of why Eliezer stopped playing in the first place. Manifesting as a sociopath is non-trivial and invites some fairly heavy cognitive dissonance.
Update 2013-09-05.
I have since played two more AI box experiments after this one, winning both.
Update 2013-12-30:
I have lost two more AI box experiments, and won two more. Current Record is 3 Wins, 3 Losses.