The raw egg in the cookie dough is likely fresher than the egg in homemade mayonnaise that people eat with little hesitation. (who eats mayo within half an hour of it being made?)
Some people eat steak tartar - raw, freshly ground steak mixed with raw egg and freshly ground black pepper.
There was something on the Food Network the other night - one of the competition shows - raw egg was a main feature of one of the dishes.
I fear not raw egg (don't love steak tartare as much as I used to, and cookie dough never turned my crank - but give me some of that homemade mayo)