They are very aware of the risks.
They who? The PAO, the brass, or the aircrew? Are their families aware? Did they get a chance to weigh in? This affects them too. While it's fair to argue none of the guys from that list (or their families) have been harmed, I still wouldn't want my family to have anything else to worry about because I did an interview with the NYT or anyone else. A lot of the guys' families from that original "kill" list have taken the threat very seriously, and I don't blame them.