Q) 95% of all traders and all strategies lose money.
A) True.
Q) A good premium collecting trader can make consistent money.
A) This is of no importance. That's like saying a savvy drug dealer can make consistent money. At what cost though?
Q) Any short gamma trader (good or bad) can be wiped out by a 3+ sigma event. So if I can be a good short gamma trader and my only fear is a rare catastrophe, I'm already way ahead of the other 95%. Is that so bad?
A) No, a short gamma trader can be wiped out by a 1/2 sigma event. Short gamma traders wipe out on 5% moves. They happen on a daily basis. Your only fear is not a rare catastrophe, that's your broker's fear as all your money will be gone at this point.
Q) If I'm a bad short gamma trader, I will join the other 95% regardless.
A) No, there is a big difference here. Who said that 95% of traders lose everything? No, 95% of traders are not profitable. There is a big difference between being not profitable and losing everything.