The difficulty with wildfires, tornados and earthquakes is they are unpredictable. Fires can change size and course fast, and tornados while highly localized move randomly and can pop up without prior detection.
Hurricanes are predicted with high accuracy, days in advance.
Where I live (northeastern US), tornados are the only real risk, but it is a small one. I don't think the hurricane risk in Fla would bother me because as said if you are paying a non-zero amount of attention they are easy to avoid. The main issue with them is cost, which I assume is mitigated by insurance. I'm not sure how I'd feel about living in an earthquake prone area of California, but I suspect I wouldn't feel very good about it. The damage can be on a similar order of magnitude as a hurricane, and they pop up without warning.
I do also feel that we haven't done enough to mitigate hurricane and wildfire risk. Too many wooden homes in both areas.
Looking through the list:
https://en.wikipedia.org/wiki/List_of_natural_disasters_by_death_toll#21st_century
Worldwide it is earthquakes and tsunamis that tend to be the worst, especially tsunamis in the Western pacific and earthquakes in any developing country. The US doesn't get significant tsunamis.
And 2022 -- European heat wave, 23,000 people dead. That's one I can't wrap my head around either, that heat itself could be a natural disaster that kills a lot of people.
Also, I don't get some of the derisive responses to the OP. It reeks of #firstworldprivilege. Yes, some areas are more disaster-prone than others and no, not everyone has the option of easily picking-up and moving.