For the same reason humans continue to drive cars. It is dangerous, but not so dangerous that the costs outweigh the benefits.
If the number of animals being hurt while attempting to prey is high enough, the species will either die out or it will be forced onto another diet. Palm civets, for example, are relatives of cats that in the distant past used to be predators, but have since adapted to be almost entirely herbivorous. So at some point in the past, one of their ancestors was living in an environment where the costs and risks of preying on other animals were too high, and those felines just started to eat plants instead.
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