The answer might have something to do not with seeking pleasure in dangerous activites being an evolutionary advantage, but surviving such activities. The caveman who goes out and hunts saber tooth tigers, and comes home with a fresh catch, has not only shown himself to be a better mate than the one who sits home, but also the one who went hunting and got eaten.
He has superior strength, dexterity, knowledge, something. All of which is an evolutionary advantage.
Today that translates into "Oh, that surfer dude is such a hunk!"