You gotta remember that the vast majority of infections are asymptomatic or mild. We focus on the ones that aren't, for a number of valid reasons, but this also skews the average person's risk tolerance and awareness toward thinking that there's life altering danger in each infection. There's millions walking about who think it's a fake virus because they got a headache and a sore throat for a day while being told that they are at risk of intubation and a range of "long covid" symptoms, and this doesn't meet their experience or that of their entire friend and family circle. Yeah, lots of families also experienced the opposite, but you'd probably be hard pressed to convince those ones that it's a mild disease. Thing is, it's both.
But that doesn't address the questions about natural immunity at all. Assuming you already had it and that you were 100% fine and you're now forever immune seems extraordinarily foolish.