I can imagine his wife thought the same thing and MAY have mentioned it to him. But Steve Irwin's personality was so...so magnaminous that he would have told her to not to worry. And to some degree, she would have known it was HIS terrain, HIS territory, HIS chances and she was just along for the ride.

Very few women would accept a man who'd be up to his waist in mud all day with slimy and dangerous creatures while they camped out in the wilds. She must have known it was not her place to change him, and that there WAS a chance of an accident some day. She lived with the odds every day. She's perfectly capable of running their zoo, raising the kids and preserving his legacy.
Although I'm sure she's in shock right now; she'll never find anyone like him to replace him. At least she had 15 good years with a wonderful man and adventurer. If anything, I feel sorry for the kids, who will just grow up with a legend and without his arms to love and protect them.