Some catastrophes are more possible than others. Nuclear war? Extremely unlikely. Total breakdown of society? Entirely possible. Hyperinflation and economic collapse? Oh, yes. Martial law? Unlikely but possible. Plague? Highly unlikely. EMP strike? Unlikely, but the possibility is frighteningly real.
Think about this. Do you think the average western Roman citizen thought that it was possible that they'd be invaded and obliterated by barbarians? Probably not. Did medieval Europeans concern themselves with the possibility of a Black Plague that nobody had ever seen before? Of course not. These things happened anyway. Were the Chinese people worried that Mongols were going to come out of freaking nowhere and overrun them before it actually happened? No, because it hadn't happened - yet.
To bring it closer to now, on a smaller scale. Did the average L.A. citizen worry about a possible city-wide riot prior to 1992? If they did, most certainly weren't prepared. The crap hits the fan a LOT, far more often than we're willing to acknowledge, I think, even on a national or global scale. I mean, think about the War for Independence. It went from protests, to noisier protests, to really noisy protests, and then BAM! War! All it took to start a full-scale war was a bunch of angry farmers with guns shooting at some British troops they thought were going to take the magazine (arms storehouse). Think about that.
Now, I'm not advocating the whole "detach yourself from society and live in the middle of nowhere in a bunker" thing, but it pays to be prepared. Disasters have happened on a truly epic scale, and almost every single time there was literally no reason to expect it until it started happening. If you'd told a European in the middle ages that a random plague was going to kill a third of the entire population a year before it started, he'd have either laughed you off or gone all Monty Python and the Holy Grail on you, and then they'd have to see if you weighed the same as a duck because he thought you were a witch.