This is rule number one of Angband: don’t take unnecessary risks. If you take enough low-probability chances of death, you’ll never survive to fight Sauron. Such deaths are generally called ‘stupid’, but that’s not always accurate. Sometimes it’s just bad luck. But given enough chances, you are guaranteed to receive it. It’s the trick to extremely fast dives: the fewer moves you make, the less chance any one of them will be fatal, even if on average, your individual moves are riskier than in slower play. But the strategy applies more generally: unless you are exceedingly careful in play, messing around long enough at any one depth guarantees that something bad will eventually happen.