If tests are voluntary, why does one lose a life point automatically?
Disclaimer: this answer is not well-sourced, but simply comes from my experience playing the game and my own understanding/reading of the rules.

For tests without a lock icon:

The "do nothing" text only applies if you have chosen to start the test. So you are allowed to simply stay in the space without being in the test. However, given that TU is your most precious resource in the game; it's hard to imagine a situation where you wouldn't be better off doing something with your TU rather than just standing still.

Each TU that is spent during a test can be spent in one of three ways:


Roll to attack/attempt the test.
Move to a new space.
Do nothing (this is when the blue box clarification applies).


In this situation, it is rare that this will matter; because you wouldn't have started the test if you were just going to do nothing during it. It could come up if 2 players were in the same space when a test is revealed, one of them doesn't have the required characteristic to roll, and they don't want to move somewhere else because they want to be in that space after the test ends.

For tests with a lock icon:

There is no option to start or not start the test. Simply by reading or revealing the card; you are now stuck in the test. The blue box text is more likely to apply in this situation, because you might find yourself stuck in a test where you don't have the required attribute needed to attempt a roll.