I've already tested 10,000 people and only two of them have been affected." I have a hard time imagining that anybody would drink it.

I queried my brain and it said that it cares not just about small but definite probabilities (even though 1:5000 is already uncomfortably high), but also about the certainly of estimating them. For example "none of 10,000 people have been affected, but I expect eventually some would" feels much more comfortable than 2 in 10,000.

So, my feeling is that very low probability, together with high uncertainty of the number given, probably due to poor calibration on such events, is what makes me ignore apparent Pascal's Muggers without thinking too hard.

Not sure what makes you decide whether a low probability offer is a lottery or a mugging attempt.