Stress
Uh—yeah. You could say there's just a teensy bit of stress. And this isn't just the "my boss is breathing down my neck" kind of stress. This is the "that incoming fireball is breathing down my neck" kind of stress. We'll ruin the suspense for you—the second kind is worse.
However, because someone should only go into this gig after acknowledging the fact that they may have to sacrifice their own life, many firefighters are able to come to terms and be at peace with the hazardous situations they face. It's not that they necessarily welcome the prospect of injury or death, but they don't get as stressed out when flying in the face of danger as most people would because they're carrying out their sworn duty. Like a soldier going into battle. Or a game show contestant on Wipeout.