Very much depends on the level of perceived risk. When you go to your local chippy, you probably don't ask to see their food safety certificates, or send in an inspection team before you place your order for cod 'n' chips.
If you were going skydiving with a company you've never heard of, you'd probably do do some basic checks, no? Or maybe you wouldn't?
I think at a bare minimum you'd seek to reassure yourself that such companies could not legally operate without complying with rigorous safety regulations. Even if you couldn't really verify their compliance. But if you subsequently found that they were deliberately operating in a legal grey area, which meant they didn't need to comply with any country's safety standards, you might have second thoughts about stepping on that plane, no?
Perhaps you're a lot less risk averse than I am!