I think you're confused. The stuff he does isn't what he recommends doing. It's more like "If you're caught in this situation, this is what you should do". For example, if you're caught out in the middle of a lake, try using your pants/clothes as a flotation device. Not "use this to cross a lake". I've seen this various times throughout the show...he'll put himself into dangerous situations that aren't recommended to show you techniques to get out of those situations as best as you can...including jumping onto thin ice and having to climb out.