They think they are indestructable so they can attack whatever they want.
Every now and then when I am respeccing to retribution with my paladin I have to monitor my spell cooldowns and actionsbars since I am not used to playing the paladin that way. This is why I do the exact same thing, I just jump into a group (preferably undead), holy wrath, divine storm, consecration and in most cases I am
a) already dead
b) found my bubble fast enough and still alive
c) getting healed like I was one of the tanks.

They really must love me since they are raiding with me week after week while I am doing those things. :>