"Nothing ever happens. Until it does."
This is so important. A common glitch in thinking that often happens when assessing threats is a leap from 'nothing happened' to 'therefore there was never any risk of it happening'. People do it about nuclear war constantly. It's just illogical thinking. If a big scary event doesn't happen, all that means is it didn't happen.
This thinking is related to and kind of the inverse of the misconception in gambling with, say, roulette or coin tosses that if one of the outcomes has occurred a lot in the past that must mean the other outcome is bound to happen. Except that's not true. Each coin toss remains roughly 50% odds for either outcome no matter what happened in the past.
It's easy to look back at Cold War 1 and see all the near-misses as not harrowing cautionary tales, but somehow 'evidence' that there's nothing to worry about, because they were resolved peacefully. This leap of logic is dangerous and exactly the opposite of the truth. 'nothing happening' in matters like this isn't a sign that they can't. It's a sign that they didn't. The future has yet to be written.
Let's take North Korea as an example since it's topical. North Korea isn't going to 'bolt from the blue' nuke anyone. That's just flat not going to happen unless a Dr Strangelove scenario happens with rogue elements, because it's completely suicidal. But what happens if, say, one of their nuclear tests washes radiation over parts of South Korea because the detonation was miscalculated and was too close to them? South Korea understandably demands an international response and etc. etc. escalatory spiral.
As the staff emphasizes in various ways, there is nothing to lose from taking things seriously, but potentially everything to lose by not doing so. The future has yet to be written.