Being properly prepared for a once-in-15k-years storm would likely require such a cost over such a long time for the expected benefit that it's not worth it. Hardening infrastructure against extremely rare disasters likely means less infrastructure, and probably fewer social programs.
Sometimes the objective rational choice is to do nothing for the mega-disasters and instead just prepare/harden for once-a-century or once-a-millennium event.
Sometimes the objective rational choice is to do nothing for the mega-disasters and instead just prepare/harden for once-a-century or once-a-millennium event.