The definition of "risk" is such that the existence of it doesn't necessarily make the thing a bad idea to pursue.

The Anthropic people probably also believe that AI has the potential to cure all diseases and reduce material poverty, which is the reason they would probably give for why they're pursuing it.

They then ring the alarm bell to mitigate the risk and increase the chances of the upside scenario coming to fruition.

Or they could take your advice up-thread and just lie to stay out of the government's crosshairs. That's another option.