Why is it important for teenagers to investigate risk behavior and be knowledgeable of it?

Teenagers, like everyone else, need to be aware of the risk when they make decisions. They need to investigate possible dangers and negative consequences of their actions, and make logical decisions without thinking "That's never going to happen to me." It's important for them to learn this skill, because without it they do things like texting and driving (then they get in a car accident) or taking drugs (then they become addicts and ruin the rest of their lives).

There are a lot of risky behaviors which children are very unlikely to engage in, because they are constantly watched, and because they are just not ready or capable of most of those behaviors; they can't drive cars if their feet don't reach the pedals, they are not likely to initiate any real sexual activity since those instincts do not become active until puberty, they usually don't have enough money to engage in serious gambling, drug abuse, etc. It is not legal to sell alcohol or cigarettes to children, even if they did have enough money to buy those things. Children live in a kind of protective bubble, in effect.

Teenagers are just becoming old enough to engage in risky behavior, so that is the time when they need to learn about why it is risky, and how to protect themselves. All the risks of the dangerous adult world are opening up to teenagers.