why does jem risk going back to the radley house? What is a worse consequence to him than being shot?

Jem risks Mr. Radley coming back out with his gun. Scout tries to persuade her brother that it would be better to get whipped by Atticus than to be shot and killed by Mr. Radley, but Jem insists on going. Jem explains that he's never been whipped by Atticus and doesn't want to be.