Because in the the probability of being in a location where it would make a difference​ to even short-term survival was minimal, and, in the event of a major superpower exchange (the main plausible scenario when those drills were common for anything that would include attacks on US population centers) short-survival was widely perceived (with some good reasons) to most likely buy you a long, painful death from a combination of the effects of fallout and those of the effects of the collapse of organized society.