Not all volcanos are the type that explode. While there are classes/type of volcano, in reality each is a bespoke situation. It would be an oversimplification to directly compare Iceland to Pompeii.
You're right, the volcano may not explode, but by being AN ACTIVE VOLCANO, it still has many ways to kill people...
The article pictures with the RED HOT LAVA tells me it's a bad idea to stay, but if they want to, sure!
After all, we need more dramatic wikipedia articles about a single person surviving in a city that previously housed thousands!
Most places have some kind of environmental catastrophe that can befall them. I grew up in a very stable area weather and geography wise (northeast US), so I can say with objective certainty as an outside observer to catastrophe: everywhere else on Earth has some crazy thing trying to kill the inhabitants, but they’ve just gotten used to it.