Here is a recent story of a city in California that rescued hikers but isn't going to charge them for the rescue.
This is bad for two reasons. It encourages hikers to take greater risks than they would take if they were forced to pay for their own rescues. Second, you have issues of fairness, as those who aren't engaging in the dangerous behavior are paying for the risky behavior of others.
For more details/examples on this topic: John Stossel's new book goes into plenty of details on the harms of governments subsidizing risks.