That is certainly not the case in general. There are a lot of things people don't do because they fear the consequences, and for good reason. E.g. why do I not swerve my car into oncoming traffic? Why not quit my job and play videogames all day? Why not do any number of foolish things? Because of fear.
I'm pretty sure it's in either Name of the Wind or Wise Man's Fear, but damned if I can find it. I sure as hell didn't come up with such a good quote myself.