If everyone built in safe spaces then we would be overcrowded and have less options. Beaches and coastal areas would be off limits because of flooding and storms.
A guy built a beach house and exceeded the safety regulations on his house. When the powerful hurricane came his house still stood unharmed. You can make your house earthquake resistant, Twister resistant, Flood resistant.
The only actual danger are volcanoes.
And besides a lot of the people living in the Ozarks do not even know the danger they are in or a lot of "safe" states. Sinkholelandia, Twister lane, Frozenville.
This would be a death wish, Much like living near the world's most dangerous Volcano since 79 AD. It may not go wrong immediately, But it's a ticking time bomb waiting to explode. Or in this context, Burn. If you think it's a good idea, You should be the guinea pig in your experiment.