Explain Like I'm Five

Do you feel constant fear driving down the highway? No? You're going just as fast as an elite downhill skier, but with strangers also doing it right next to you instead of on a cleared course. And you might be at it for hours.

It's a matter of what you're used to, and in their case they've practiced climbing a skyscraper or whatever to the point it's no different from you climbing kind of slippery stairs. If the climber was suddenly flying up a big halfpipe they might be just as scared as you.

The brain is close to unknown at this point, so I doubt we've physically measured any differences, even though there's probably something. When you hear about research in brain activity it's often basically this.