These things affect other people, not just yourself.

If you are driving super fast and over the speed limit, you are statistically more likely to get into a car accident, and that car accident will be more deadly. You might kill someone else instead of just yourself. Aka, speed limits are to protect other people, NOT yourself.

Seat belts are also similar. The initial effect of wearing a seat belt is that it can save your life. But that's not where the effect ends. If you are NOT wearing a seat belt and get into an accident and survive but are maimed or disabled, you become a burden to society. Especially if you are dirt poor and have no car or health insurance. Or maybe you get disability through social security. The hospital that treats you will also need to raise rates for other people, since you couldn't pay for your own treatment. Aka, by not wearing a seat belt, statistically you are forcing other people to pay for you.

Construction safety standards affect other people, not just the construction worker. If you build a shitty building and only YOU die, then that's just fine. But if you build a shitty building and someone else dies, then that's not fair. They did nothing wrong, and died because of something you did. And if your shitty building kills 1000 people, there is no amount of punishment against you that can make up for that kind of loss. There is no price you can pay to bring back those 1000 people.