Because I would like to compete without that risk. As I was able to before I got my black belt. That option is no longer available. I would either have to change organizations, or I would have to sandbag (pretend to be a blue belt so I could compete with their rules).
It would be like if I joined an adult flag football league, but after 3 years I wasn't allowed to play anymore and had to move into a tackle league. Yes, there are risks of injury in flag football, but there's a lot less contact.
You can't train yourself out of a KO.
Plenty of sports, including the aforementioned football, and including MMA, have changed rules for player safety. A lot of techniques have been banned from UFC, for example.
If a win condition is KO, then at some point you're likely to get KO'd. At the very least, it's significantly more likely than it was before.
You're treating risk like this binary thing. It is so much more complex than that. There are many factors that determine the likelihood and effect of a risk. Athletics carry risk of concussion. That risk can be increased or decreased by rules that favor or ignore player safety. Risk itself can be ignored, accepted, avoided, mitigated, or a number of things.
I don't know why I'm stuck trying to explain to you that if you go into a competition where a KO is a win, that you're more likely to be KO'd. It would be like trying to explain why you're more likely to drown while swimming than riding a bike.