What about it?
Most criminals, in any part of society, are convinced that they are not going to get caught. Robbers, thieves, speeders, drug illiciters, insurance scammers, tax cheats and sports cheats are all sure that 'everyone does it' and expect that they're not speeding so fast that the cops must pay attention to them, or that the city will bother to prosecute one guy out of a thousand violators. They feel confident with their chances whether or not it's justified.
It must be a form of mental illness that's all I can say!
There's no need to postulate mental illness when simple ignorance of statistics will suffice to explain it.