They did. (Save for beacons.)

Sirens, road signs, cell and email. Some local authorities denied they used sirens until proved wrong.

What they need is people to authenticate before warning. And a statewide plan in place.

People were told to take shelter in buildings, but Walmart, Courthouses, etc. were either closed (Sat). or locked their doors.

Many other buildings there are not concrete or masonry or have insulation. So taking shelter that would do any good would be challenging.

So it's just "hide beneath the school desk, waiting for the atom bombs to fall"

Inn later stages of a disaster, self defense from looters and rioters would be hard too, owing to the weapon control laws.