Everything else is way further down the totem pole.
People talk about the grey goo scenario, but I actually think that is quite silly because there is already grey goo all over the planet in the form of life. There are absolutely enormous amounts of bacteria and viruses and fungi and everything else all around us, and given the enormous advantage which would be conferred by being a grey goo from an evolutionary standpoint, we would expect the entire planet to have already been covered in the stuff - probably repeatedly. The fact that we see so much diversity - the fact that nothing CAN do this, despite enormous evolutionary incentive TO do this - suggests that grey goo scenarios are either impossible or incredibly unlikely. And that's ignoring the thermodynamic issues which would almost certainly prevent such a scenario from occurring as well, given the necessity of reshaping whatever material into the self-replicating material, which would surely take more energy than is present in the material to begin with.
Physics experiments gone wrong have similar problems - we've seen supernovas. The energy released by a supernova is just vastly beyond what any sort of planetary civilization is likely capable of doing. And seeing as supernovas don't destroy everything, it is vastly unlikely that whatever WE do will do the same. There are enormously energetic events in the universe, and the universe itself is reasonably stable - it seems unlikley that our feeble, mere planetary energy levels are going to do any better in the "destroy everything" department. And even before that, there was the Big Bang, and the universe came to exist out of that whole mess. We have the Sun, and meteoritic impact events, both of which are very powerful indeed. And yet, we don't see exotic, earth-shattering physics coming into play there in unexpected ways. Extremely high energy densities are not likely to propagate - they're likely to dissipate. And we see this in the universe, and in the laws of thermodynamics.
It is very easy to IMAGINE a superweapon that annihilates everything. But actually building one? Having one have realistic physics? That's another matter entirely. Indeed, we have very strong evidence against it: surely, intelligent life has arisen elsewhere in the universe, and we would see galaxies being annihilated by high-end weaponry. We don't see this happening. Thus we can assume with a pretty high level of confidence that such weapons do not exist or cannot be created without an implausible amount of work.
The difficult physics of interstellar travel is not to be denied, either - the best we can do with present physics is nuclear pulse propulsion, which is perhaps 10% of c and has enormous logistical issues. Anything FTL requires exotic physics which we don't have any idea of how to create, and which may well describe situations which are not physically plausible - that is to say, the numbers may work, but there may well be no way to get there, the same as how there's no particular reason going faster than c is impossible, but you can't ever even REACH c, so the fact that there is a "safe space" according to the math on the other side is meaningless. Without FTL, interstellar travel is far too slow for such disasters to really propagate themselves across the galaxy - any sort of plague would die out on the planet it was created on, and even WITH FTL, it is still rather unlikely that you could easily spread something like that. Only if cheap FTL travel existed would spreading the plague be all that viable... but with cheap FTL travel, everyone else can flee it that much more easily.
My conclusion from all of this is that these sorts of estimates are less "estimates" and more "wild guesses which we pretend have some meaning, and which we throw around a lot of fancy math to convince ourselves and others that we have some idea what we're talking about". And that estimates like one in three million, or one in ten, are wild overestimates - and indeed, aren't based on any logic any more sound than the guy on the daily show who said that it would either happen, or it wouldn't, a 50% chance.
We have extremely strong evidence against galactic and universal annihilation, and there are extremely good reasons to believe that even planetary level annihilation scenarios are unlikely due to the sheer amount of energy involved. You're looking at biocides and large rocks being diverted from their orbits to hit planets, neither of which are really trivial things to do.
It is basically a case of http://tvtropes.org/pmwiki/pmwiki.php/Main/ScifiWritersHaveNoSenseOfScale, except applied in a much more pessimistic manner.
The only really GOOD argument we have for lifetime limited civilizations is the url=https://en.wikipedia.org/wiki/Fermi_paradox - that is to say, where are all the bloody aliens? Unfortunately, the Fermi Paradox is a somewhat weak argument primarily because we have absolutely no idea whatsoever which side of the Great Filter we are on. That being said, if practical FTL travel exists, I would expect that to pretty much ensure that any civilization which invented it would likely simply never die because of how easy it would be to spread out, making destroying them all vastly more difficult. The galaxy would probably end up colonized and recolonized regardless of how much people fought against it.
Without FTL travel, galactic colonization is possible, but it may be impractical from an economic standpoint; there is little benefit to the home planet of having additional planets colonized - information is the only thing you could expect to really trade over interstellar distances, and even that is questionable given that locals will likely try to develop technology locally and beat you to market, so unless habitable systems are very close together duplication of effort seems extremely likely. Entertainment would thus be the largest benefit - games, novels, movies and suchlike. This MIGHT mean that colonization is unlikely, which would be another explaination... but even there, that assumes that they wouldn't want to explore for the sake of doing so.
Of course, it is also possible we're already on the other side of the Great Filter, and the reason we don't see any other intelligent civilizations colonizing our galaxy is because there aren't any, or the ones which have existed destroyed themselves earlier in their history or were incapable of progressing to the level we reached due to lack of intelligence, lack of resources, eternal, unending warfare which prevented progress, or something else.
This is why pushing for having a multiplanetary civilization is, I think, a good thing; if we hit the point where we had 4-5 extrasolar colonies, I think it would be pretty solid evidence in favor of being beyond the Great Filter. Given the dearth of evidence for interstellar disasters created by intelligent civilizations, I think that it is likely that our main concern about destroying ourselves comes until the point where we expand.
But I digress.
It isn't impossible that we will destroy ourselves (after all, the Fermi Paradox does offer some weak evidence for it), but I will say that I find any sort of claims of numbers for the likelihood of doing so incredibly suspect, as they are very likely to be made up. And given that we have no evidence of civilizations being capable of generating galaxy-wide disasters, it seems likely that whatever disasters exist are planetary scale at best. And our lack of any sort of plausible scenarios even for that hurts even that argument. The only real evidence we have against our civilization existing indefinitely is the Fermi Paradox, but it has its own flaws. We may destroy ourselves. But until we find other civilizations, you are fooling yourself if you think you aren't just making up numbers. Anything which destroys us outside of an impact event is likely something we cannot predict.
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Everything else is way further down the totem pole.
People talk about the grey goo scenario, but I actually think that is quite silly because there is already grey goo all over the planet in the form of life. There are absolutely enormous amounts of bacteria and viruses and fungi and everything else all around us, and given the enormous advantage which would be conferred by being a grey goo from an evolutionary standpoint, we would expect the entire planet to have already been covered in the stuff - probably repeatedly. The fact that we see so much diversity - the fact that nothing CAN do this, despite enormous evolutionary incentive TO do this - suggests that grey goo scenarios are either impossible or incredibly unlikely. And that's ignoring the thermodynamic issues which would almost certainly prevent such a scenario from occurring as well, given the necessity of reshaping whatever material into the self-replicating material, which would surely take more energy than is present in the material to begin with.
Physics experiments gone wrong have similar problems - we've seen supernovas. The energy released by a supernova is just vastly beyond what any sort of planetary civilization is likely capable of doing. And seeing as supernovas don't destroy everything, it is vastly unlikely that whatever WE do will do the same. There are enormously energetic events in the universe, and the universe itself is reasonably stable - it seems unlikley that our feeble, mere planetary energy levels are going to do any better in the "destroy everything" department. And even before that, there was the Big Bang, and the universe came to exist out of that whole mess. We have the Sun, and meteoritic impact events, both of which are very powerful indeed. And yet, we don't see exotic, earth-shattering physics coming into play there in unexpected ways. Extremely high energy densities are not likely to propagate - they're likely to dissipate. And we see this in the universe, and in the laws of thermodynamics.
It is very easy to IMAGINE a superweapon that annihilates everything. But actually building one? Having one have realistic physics? That's another matter entirely. Indeed, we have very strong evidence against it: surely, intelligent life has arisen elsewhere in the universe, and we would see galaxies being annihilated by high-end weaponry. We don't see this happening. Thus we can assume with a pretty high level of confidence that such weapons do not exist or cannot be created without an implausible amount of work.
The difficult physics of interstellar travel is not to be denied, either - the best we can do with present physics is nuclear pulse propulsion, which is perhaps 10% of c and has enormous logistical issues. Anything FTL requires exotic physics which we don't have any idea of how to create, and which may well describe situations which are not physically plausible - that is to say, the numbers may work, but there may well be no way to get there, the same as how there's no particular reason going faster than c is impossible, but you can't ever even REACH c, so the fact that there is a "safe space" according to the math on the other side is meaningless. Without FTL, interstellar travel is far too slow for such disasters to really propagate themselves across the galaxy - any sort of plague would die out on the planet it was created on, and even WITH FTL, it is still rather unlikely that you could easily spread something like that. Only if cheap FTL travel existed would spreading the plague be all that viable... but with cheap FTL travel, everyone else can flee it that much more easily.
My conclusion from all of this is that these sorts of estimates are less "estimates" and more "wild guesses which we pretend have some meaning, and which we throw around a lot of fancy math to convince ourselves and others that we have some idea what we're talking about". And that estimates like one in three million, or one in ten, are wild overestimates - and indeed, aren't based on any logic any more sound than the guy on the daily show who said that it would either happen, or it wouldn't, a 50% chance.
We have extremely strong evidence against galactic and universal annihilation, and there are extremely good reasons to believe that even planetary level annihilation scenarios are unlikely due to the sheer amount of energy involved. You're looking at biocides and large rocks being diverted from their orbits to hit planets, neither of which are really trivial things to do.
It is basically a case of http://tvtropes.org/pmwiki/pmwiki.php/Main/ScifiWritersHaveNoSenseOfScale, except applied in a much more pessimistic manner.
The only really GOOD argument we have for lifetime limited civilizations is the url=https://en.wikipedia.org/wiki/Fermi_paradox - that is to say, where are all the bloody aliens? Unfortunately, the Fermi Paradox is a somewhat weak argument primarily because we have absolutely no idea whatsoever which side of the Great Filter we are on. That being said, if practical FTL travel exists, I would expect that to pretty much ensure that any civilization which invented it would likely simply never die because of how easy it would be to spread out, making destroying them all vastly more difficult. The galaxy would probably end up colonized and recolonized regardless of how much people fought against it.
Without FTL travel, galactic colonization is possible, but it may be impractical from an economic standpoint; there is little benefit to the home planet of having additional planets colonized - information is the only thing you could expect to really trade over interstellar distances, and even that is questionable given that locals will likely try to develop technology locally and beat you to market, so unless habitable systems are very close together duplication of effort seems extremely likely. Entertainment would thus be the largest benefit - games, novels, movies and suchlike. This MIGHT mean that colonization is unlikely, which would be another explaination... but even there, that assumes that they wouldn't want to explore for the sake of doing so.
Of course, it is also possible we're already on the other side of the Great Filter, and the reason we don't see any other intelligent civilizations colonizing our galaxy is because there aren't any, or the ones which have existed destroyed themselves earlier in their history or were incapable of progressing to the level we reached due to lack of intelligence, lack of resources, eternal, unending warfare which prevented progress, or something else.
This is why pushing for having a multiplanetary civilization is, I think, a good thing; if we hit the point where we had 4-5 extrasolar colonies, I think it would be pretty solid evidence in favor of being beyond the Great Filter. Given the dearth of evidence for interstellar disasters created by intelligent civilizations, I think that it is likely that our main concern about destroying ourselves comes until the point where we expand.
But I digress.
It isn't impossible that we will destroy ourselves (after all, the Fermi Paradox does offer some weak evidence for it), but I will say that I find any sort of claims of numbers for the likelihood of doing so incredibly suspect, as they are very likely to be made up. And given that we have no evidence of civilizations being capable of generating galaxy-wide disasters, it seems likely that whatever disasters exist are planetary scale at best. And our lack of any sort of plausible scenarios even for that hurts even that argument. The only real evidence we have against our civilization existing indefinitely is the Fermi Paradox, but it has its own flaws. We may destroy ourselves. But until we find other civilizations, you are fooling yourself if you think you aren't just making up numbers. Anything which destroys us outside of an impact event is likely something we cannot predict.
After reading through all of the comments, I think I may have failed to address your central point here.
Your central point seems to be "a rational agent should take a risk that might result in universal destruction in exchange for increased utility".
The problem here is I'm not sure that this is even a meaningful argument to begin with. Obviously universal destruction is extremely bad, but the problem is that utility probably includes all life NOT being extinguished. Or, in other words, this isn't necessarily a meaningful calculation if we assume that the alternative makes it more likely that universal annihilation will occur.
Say the Nazis gain an excessive amount of power. What happens then? Well, there's the risk that they make some sort of plague to cleanse humanity, screw it up, and wipe everyone out. That scenario seems MORE likely in a Nazi-run world than one which isn't. And - let's face it - chances are the Nazis will try and develop nuclear weapons, too, so at best you only bought a few years. And if the wrong people develop them first, you're in a lot of trouble. So the fact of the matter is that the risk is going to be taken regardless, which further diminishes the loss of utility you could expect from universal annihilation - sooner or later, someone is going to do it, and if it isn't you, then it will be someone else who gains whatever benefits there are from it.
The higher utility situation likely decreases the future odds of universal annihilation, meaning that, in other words, it is entirely rational to take that risk simply because the odds of destroying the world NOW are less than the odds of the world being destroyed further on down the line by someone else if you don't make this decision, especially if you can be reasonably certain someone else is going to try it out anyway. And given the odds are incredibly low, it is a lot less meaningful of a choice to begin with.