It is straightforward for industry leaders to avoid living near data centers, but there's no way for them to insulate themselves from the extinction threat -- no way short of somehow eliminating the danger for everybody, which seems quite hard to do. Since industry leaders are as self-centered as everyone else, the extinction threat is what they think about.
Also, you describe the extinction threat as "further out". A lot of us think there is already some small amount of AI extinction risk being incurred every day. I.e., we think the period of danger has already begun.