If you build a house in certain neighborhoods in Hawaii, you run the risk of having your house swallowed by lava. Along most coasts, hurricanes and tsunamis are looming dangers. In mountains, avalanches and landslides are seasonal threats. If you choose to build in Moore, Oklahoma, remember that tornadoes seem to enjoy the local scenery, and build below ground.
Pick your spot, then deal with the risks which come with it.
Unfortunately, no matter where you choose to live on this planet, political government-- imposed on you by a ruling class or by your friends, family, and neighbors-- is a constant threat to your life, liberty, and property.
While the other risks are natural, the threat posed by government is completely artificial and unnecessary. People chose to create it, then struggle to maintain it in their minds; the only place it really exists. The government buildings (and the employees who inhabit them) are things the believers will point to as proof of government's reality, yet those physical things are nothing more than idols built to the idea-- concrete monuments to a figment of the imagination.
Frequently, the natural disasters are made worse by relying on this figment. A news story about the people of Puerto Rico, who were still without power or fresh water months after their devastating hurricanes, said they were questioning whether the U. S. government cares about their survival.
It doesn't. Government cares about its own survival. As long as your survival doesn't get in government's way, it is content for you to survive. Your survival takes a back seat, though. This is why the U. S. government has a plan for "continuity of government" in case of a civilization-ending disaster, but no plan to save America's productive people. Those who are the embodiment of government believe their survival is more important than the survival of the rest of the world.
You might claim having government around protects you from some bad things. Burning your house down prevents bedbugs in the same way, but seems similarly drastic.
The threat posed by belief in government is greater in some areas but seems unavoidable everywhere, and that's insane. Getting away from government is part of the reason the frontier has been historically popular, and without a frontier or other state-free spaces, there's a ticking time bomb which can't be defused. Society will eventually pay a price it can't afford.
The world has enough trouble. Why create and perpetuate a completely unnecessary problem?