I'm not sure I can relate. As I do want to die, I don't know whether or not I have the urge to go to places where I could die without explicitly wanting to die, but I have experienced the urge to do things considered 'risky' or that are known to (at least possibly) endanger your health.
Before I was on sleeping medication, I had a lot of trouble with sleep, and one of the things I noticed was that I had the urge to do these sorts of things, particularly at night. It was like I had more of a chance to get to sleep if I could tell myself I'd done something which might prevent me from (ever) waking up, however ridiculous a possibility it actually was. Examples would be self-harming, smoking, overdosing, even just drinking a bottle of cough medicine or swallowing a month's worth of multi-vitamins, which don't seem like they would do much of anything.
I don't know whether this is even the type of response you were looking for, so, really sorry if it's not...
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Blackbird singing in the dead of night, take these broken wings and learn to fly...