Back to bed, huh? I love it.
There's certainly no gain in panicking. And your analysis equating to 'what's there to be gained by retreating to a bomb shelter that won't protect me' is pretty sensible. Still, it runs against most people's instinct to flee...
Now you know what you would do in the unlikely event of a real missile strike: nothing!
If I know I'm a gonner, I will not willingly cause myself more pain. I know that there were many people that tried to flee due to fear. Not to say that this wasn't one of the scarier things to happen period xD