Taleb's First Black Swan Law
The risk you know anything about today is not the one that matters. What will hurt you next has to look completely unplausible today. The more unplausible the event the more it will hurt you.
Consider that had the WTC attack been deemed a reasonable risk then we would have had tighter control of the skies and it would have not taken place. It happened because it was improbable. The awareness of a specific danger makes you protect yourself from its precise effect and may prevent the event itself from occurring.
Taleb's Second Black Swan Law (corollary)
We don't learn that we don't learn.Â
We don't learn the First Black Swan Law from experience, yet we think that we learn something from it. Abstract subject matters (and metarules) do not affect our risk avoidance mechanisms; only vivid images do. People did not learn from the WTC (and the succession of similar events in history such as the formation of financial bubbles) that we have a horrible track record in forecasting such occurrences. They just learned the specific task to avoid tall buildings and Islamic terrorists—after the fact.