Well, one reason is that they’ve been utilized for Amber Alerts. Granted a lot of cities/states haven’t been able to figure out how to practically scope the announcements, but they are helpful.
Another is the ever-changing climate. My region (Southern New England) rarely ever gets tornados. We had three a few weeks ago. One was in my hometown, and another was a couple of blocks from my bosses house. So while you may not be “prone” to natural disasters, that is likely to change.
That said, if there ever were a reason to activate a National EAS, we would probably feel a lot better not being warned. That situation would likely be for confirmed launch of several nuclear munitions, or an eminent meteor strike, or something else cataclysmic that a few minutes warning would really do nothing except fill our last moments with fear.