I get what you're saying and all, but when you look back across the hundreds of millions of years of evolution, the whole reason humans exist is the extreme and sometimes arbitrary individual choices and "that never happens" situations that are exceptions to niche saturation. You could take the glass half empty, cold and pragmatic view and focus on the fact that millions, or maybe even tens of millions of antisocial/adventurous/moronic penguins have to get wanderlust and die frozen and alone before you might even get a single successful breeding pair, but who wants to look at life like that?

Most badass penguins don't make it. Being the badass penguin isn't a sensible life goal. The altar of time demands the blood sacrifice of nearly all the badass penguins before progress and change is allowed. Occasionally, though, they win, and new species are born. The exceptions end up forking the timeline, and provide a backdrop of meaning to the sacrifice of all those who came (or went?) before.

The thing I love most is the fact that you can project anything on to the penguin, from extreme heroism, to villainy, to meaninglessness, or even profound cosmic purpose. I'd love to know what the evolutionary psychology / behavior is that actually causes it, though.