I actually understand the attraction to being a part of something. I think that this is a huge part of human behavior and bug seekers are simply one manifestation of it. Plenty of people give up their free will to their church every day. They have a way out, but their not thinking about the way out when they get in.
Are HIV positive people compensating for the stigma with an extra dose of confidence? If someone is confident in themselves and conveys a mastery of the world around them, whatever they're doing is immediately attractive to those around them. Salesmen do this. They fake success and happiness to get people to follow them.
Bug chasing doesn't seem to be that unusual for the human condition. I think instead of viewing bug chasers as crazy, you need to look at what makes it attractive and break down those aspects. "You're a crazy person." doesn't focus on the reasons that the person took it up in the first place, and seems easy to brush aside.