There are survivalists who are in the game merely to survive. Generally these are people with families they are motivated to protect in addition to themselves. People are far less selfish than is generally assumed.
There is a second group (to which I belong) who are in the game to help others. This may involve a Moses-like search for safety or it may involve emerging from the wreckage of the old society to create something new. This is good as far as it goes but it resembles certain doomsday cults.
The most likely threats are economic collapse or a period of political tyranny. These are not absolute states. For instance, the current tendency is western societies is towards greater state control of every area of life. This has occurred despite an unprecedented expansion of democracy across the globe. It is quite possible to imagine a very nasty authoritarian atmosphere developing without creating a dictatorship as such.
Western democracies will probably enter a period of ten or more years of economic instability. It is not possible for governments, corporations and individuals to pay their debts off at the same time. Each time they try to do so there will be a sharp crisis followed by greater regulation.
The interesting thing is that preparing for this eventuality makes it less likely. We deal with uncertainty by reducing our personal debt- just what is needed. Self reliance will also help wider society and curb its more authoritarian elements.
Why is it important that we make it? Basically.. if we make it.. so does everyone else..