They don't want to, any more than someone who steps into traffic carelessly wants to have a broken hip (albeit on a different time scale). That's a stunningly paternalistic view.
I dont think the people in mississippi who are fat want to have diets that are comparable to french ones. I also think shame and peer pressure play a large role in keeping people from getting fat and personally find that a terrible way to run a society. Of course, all else equal, almost no one wants to be fat, but all else is not equal.