Alarm should be a precursor to action. In this case, what action should an alarmed person take?

To put another way, the expected value you should be evaluating isn't something like the megatons of a strike but the difference in outcomes of a strike or miss vs your actions. I would guess there are few meaningful actions you could take (you have no control over or knowledge of where it would strike, if it strikes). With the delta in outcomes close to zero, no alarm is reasonable.

You might review your emergency evacuation plan (or create one if you don't have one). It's very unlikely to be needed in this case, but for all causes over your lifetime, the chances it turns out useful are probably not negligible.