You see, here's a good analogy. I'm sure many of us here have an image or feel like they know to a certain extant about the personality of others on this website. If any of us were to ever run into another one of us, we may very well be surprised at how different we are. Using this same analogy, plug into a scenario of a much bigger and grander circumstance. Red John commits his crimes when it's just him and his victim. And most of the time, he is fully prepared and has the upper hand while his victim is at his or her most vulnerable situation. Red John was never in a situation where there was any threat to his life. That thought never crossed his head. Now that there was, it's very possible that he would beg for his life since he was facing certain death.