They do all of that as well, of course. The problem is that when it
does happen (and statistically, it will, somewhere, at some point) there's a chance you don't hear the alarm (
very common - just this morning there was a newspaper story about someone who were saved by the neighbours, they didn't wake up right away even with all the alarms blaring. What the alarms did though was to alert the fire department, as per their setup).
In short - if there's a fire it's much better that you're awake and up already.