Yes, but as a species we have a tendency for risk-aversion.
So I think you have to set it up as risk versus risk, rather than risk versus benefit. Weigh the negative outliers on each side against each other, instead of weighing negatives versus positives.
If we don't contact other species, what are the chances that we'll kill ourselves? (Global nuclear warfare, environmental destruction, what have you). If we do, what are the chances that they'll kill us? (Personally, I think it's quite likely that we'll end up killing ourselves, in the long run. That makes contact the better option.)