So many sheltered people. The alarm isn't for a nuclear strike etc, it's for events where an alarm might make a difference, ie the boxing day sunami in SE Asia where those that had 5 minutes to react are now not dead or managed to save their families.
A UK example would be the IRA bombings where something like this would help clear an area and prevent people heading towards the area, read the news, the New IRA are busy, busier than anyone else since the late 90s. It could be to help people avoid the next marauding attacker like on London Bridge not so long ago. Most likely you will never receive one anyway but if you do it's probably important so be thankful that they are testing the system.
Count yourself lucky that you can be sceptical about how needed this is, in other countries it has already saved thousands of lives