There's actually a scene in one of the books (Consider Phlebas I think?) where the SC character explicitly has a hobby of mountain climbing without all the safe

There's actually a scene in one of the books (Consider Phlebas I think?) where the SC character explicitly has a hobby of mountain climbing without all the safety devices the culture has to take away fatal consequences, against the advice and wishes of the minds. There are other books too where people leave the culture (including entire worlds) and do whatever. Banks is careful to write very meaningful agency into the culture to make it a utopia rather than some paternalistic pet thing. The only case where that kind of doesn't apply is special circumstances and the interesting times gang, which are heavily controversial within the culture and are explicitly pointed out as solutions that exist outside the normal moral fabric of society.