The billionaires know they're essentially immune.

Immune from what exactly? Their biology isn't unique. They live in information bubbles surrounded by sycophants.

Billionaires with their estates and servants (cooks, nannies, security, lawyers, brokers, PR staff, butlers, etc.) represent a huge attack surface and a very soft belly of capitalism.

Billionaires are not like Trump who can lean on the USA's first-tier state actor security, the US Secret Service (which isn't even all that great as we have seen for ourselves, only human).

Why are the billionaires building themselves doomsday bunkers? Because they feel scared or because they feel secure?