A lot of it comes down to the Just World Fallacy
They believe that, fundamentally, the world is just and good (mostly that stems from religion and a just "god", but not always). This means that when something bad happens, they assume the person must have deserved it, because bad things don't happen to good people. They also believe they are a good person, and therefore bad things won't happen to them. When something bad DOES happen to them, they start screaming from the rooftops that some radical injustice has occurred and somebody needs to do something to make it right! Completely unaware of the fact that nobody from their "tribe" will believe them, because the fact that something bad happened to them meant they must have been a bad person who deserved it.
Something I haven't seen mentioned yet - if you're in the US, lock down your credit at all 3 agencies. It takes 10-15 minutes and is free, it's easy to do.
The issue is that many of these leaks include things like your full legal name, phone number, parents' full legal names, your social security number, and your entire address history. This makes it trivially easy for somebody to steal your identity and start opening up credit accounts in your name. You need to lock down your credit before that happens. If you need your credit run in the future (opening a bank account, getting a credit card or loan), just ask them which agency they pull the report from and temporarily unfreeze it so they can run the report, then re-freeze it when they're done. It adds 5 minutes of work once or twice a decade, but could be priceless later on when someone tries to steal your identity.