Not to fully justify it myself (I'm not sure I believe it either), but more to provide a devil's advocate perspective:
- A key part of the financial crisis is that, collectively the group of auditors and risk evaluators and experts who are supposed to understand/evaluate/quantify risk, generally failed to properly price in the risk of mortgage-backed securities failing en masse (they basically said, the chance of this happening is astronomically low, and were wrong by many orders of magnitude). Taleb's point was that, for certain events, it is surprisingly difficult to accurately assess their true probability, and even very advanced, highly-paid experts (with a strong vested interest in getting it right), can fail (and fail spectacularly). One of the lessons here is, to not place too much mis-placed confidence in certain kinds of estimates, and to be skeptical of gambling on certain probabilities which are fundamentally non-verifiable or hard to verify (even though they might look like regular probabilities and come packaged with lots of nice documentation and fancy equations and backed by lots of PhDs who tell you how wonderful their models are... we still need to be skeptical). When the weatherman tells you there's a 40% chance of rain, you can be sure that even though he might be wrong, he is very unlikely to be wrong by orders of magnitude (i.e. that the actual chance of rain is 4% or 0.004% or 100%); when a quant at an investment bank tells you that a AAA-rated MBS will fail with probability 0.00001%, you probably shouldn't trust that number in the same way, even though both are probabilities and both come with models and equations to support them.
- With COVID-19 and pandemics in general, it's not clear that the relevant public health experts failed to price in the risk or to accurately estimate/approximate the risk. What seems more likely is that our governments and businesses failed to heed their advice (i.e. that pandemics are inevitable, that they will happen with some regularity e.g. every 10-30 years, that in a globally connected world they will spread more rapidly than ever, etc.), and failed to act on the advice they were given (or in the case of the US, almost literally threw out the pandemic response handbook and ignored it). This makes it less of a "black swan" problem, and more of a regular (though still spectacular) failure of governance.
I might argue however that, there is perhaps a general tendency to incorrectly categorize such things as "black swan" events, which is an interesting phenomenon in and of its own (i.e. why do people want to take white swans and paint them black or to simply pretend as if they were black when they are not).