Marco definitely doesn't seem to mind about the "nearly getting himself killed" part, in the very first episode he even asks "Are we gonna be fighting monsters all the time?" and Star says yes and he's like "Awesome!" He was warned right off the bat what he was getting himself into and has been totally fine with it.
He definitely enjoys fighting monsters: he didn’t lie, when he said that he would have welcomed some danger in his life. But I don’t think that includes the time their lives are in danger exclusively due to Star’s recklesness. But, as I said (hopefully with some reason), he doesn’t mind much. And it’s not like Marco has never messed up himself, and he understands it.
Pictured, a dork jumping in front of his future wife, acting on instinct to defend her, being then all surprised and happy about what he was able to do.
Pictured, a dork genuinely enjoying fighting monsters with his future wife