If the fire alarm goes off in your building, people will finish their coffee first.
The key reason for the difference between the three different reactions is the context. Context plays a roll in many aspects of life. Context can also lead to misinterpretations of facts and lead to pseudoscience.
Context can backfire. Think New Orleans and the hurricane. Too many calm people mucking about, taking their time to get out of town. Nobody panicking means nobody in a hurry and finding reasons not to go at all. Hurricane warnings are like fire alarms in buildings. There are a lot of false alarms or storms that are not as powerful as the warnings. Plus most are in the safety of their homes, increasing their comfort of literally weathering the storm.
Context is another coping mechanism of our lazy brains. We gauge our need for fight or flight from the group we trust and personal experience. Unless you have almost died in a hurricane you are not going to go running out of town. Most would have stayed except for the need for some compliance to authority.
Where is the pseudoscience? Hold on, I'm thinking.
Oh yeah, the problem is that yelling fire is the same a yelling global warming or financial meltdown. It does not matter how true it is. What causes you to believe is the context and the authority.