Let's also look at this issue from the reverse point of view. If there is danger present - why on earth DON'T people flee? It seems like such an obvious thing to do.

One big answer appears to be that people get accustomed to certain kinds of threats. They have seen the warning signs of danger so many times before - and nothing serious actually happened. Here are two examples:

1) New Orleans during Katrina. Some people stayed in their homes, in spite of the evacuation. The reason was that they had lived through many hurricanes before, and always there were rumors that the levies could break. But no flooding ever actually happened. So because it was difficult to leave the city, or inconvenient, some people stayed.
2) Volcano slides (lahars): Same basic problem. There were people in Indonesia buried by one of those slides a few years ago. But they had seen many minor eruptions before, and thought this was just another false alarm. So they refused to leave their village.

On a personal basis ... people don't flee from immediate attack (or close threat) because:

1) They are frozen by the "Freeze, Flight or Fight" response. The first reaction is very powerful, especially under situations with high levels of fear or terror. People can't move.
2) They have seen dangerous things in video's, but have not experienced them in real life. Their mind becomes disconnected when they see the actual danger happening - it's the typical "this can't be happening to me" response. This particular danger is strong for young Americans and westerners ... who have been raised in a culture where they watch a lot of video's and movies.

cheers,
the other Pete