I think it's either because you're tough enough to handle it, while other would become basket cases, or because you're witty enough to make it a good story.

I have a friend like that. Things happen, and the rest of us look at each other and say "That would only happen to Jane."

One day she was hurriedly making breakfast for her family. She put bread in the toaster, pressed down the button, and within a few seconds the toaster started to scream like a banshee, and then a horrible smell filled the room. The kids started to scream, she yanked the plug and threw the toaster outside, wondering if it were going to explode or merely burn down the house. When her husband came in from the barn to his freaked out family, he checked the toaster and found a toasted bat. That would only happen to Jane...or...check your toaster, Anne.