Not having life and limb threats in our day to day lives does not mean our mind will not go seeking threats. Our mind will find/create a threat to arrive at some kind of balance. And, having no way to actually to react to a 'threat' our minds will terrorize us.
Though it is true the speaking of anxiety and depression has been normalized, there is a substantial non-linear spike in these maladies in our modern times that cannot be reconciled just with normality. Just take, for instance, what the 'threats' in social media are doing.[0]
The saying, 'all things are relative' applies here. If you have never experienced a true threat to your life, actually continuous threat and/or actual bodily harm, threats to your food or shelter then social media might be the meanest worst thing you have ever seen and thus a true terror to you.
[0] https://www.judiciary.senate.gov/imo/media/doc/Haidt%20Testi...