I think it is because, at the end of the day, martial arts is about killing or be killed. In a real fight, one does not pull punches, and there is no "you cannot hit here" rule. Anything and everything is fair game. And we all know (or rather, can imagine) what it is like to have an arm broken, or have someone dig into our eyes, or hit our windpipe. We know the damage that can be caused to the human body.
So, are we ready to put ourselves at the risk? Because once we close range into a fight, we can hit and be hit. We can deal damage, and we can also be damaged. So in a fight, we must be mentally able to face this risk.
And at the same time, we must have the mental strength to live with dealing such damage onto another human being. Are we ready to deal such damage onto someone else, and live with the consequences? For it will forever be a fact of our lives, and will it bite into our conscience?
And so we train, so that we are confident that we are ready. And we also must keep ourselves on a moral path that prepares us to live with our actions, should we ever need to put our skills to the test.