Actually, the answer is EXACTLY self-preservation!
When you rev up that engine and accelerate, or feel the g-force of a rollercoaster dip...your brain (or more specifically your adrenal medulla) is flooding your system with hormones and chemicals because it thinks you're in danger - even though you know you're not.
Hormones and chemicals are released into your brain naturally whenever your body feels a perceived threat, with the biological reasoning being that it helps you either flee or fight when in danger.
Your muscles respond faster, your senses are heightened and more alert, and your heart beats faster to power all of that.
Basically, your body is sensing danger, so is "amping your body up", but your mind knows that you're in control so that removes most of the negative psychological experience - leaving just the thrill or rush.