They live in neighborhoods away from crime, keep liquid assets in banks with plenty security, keep majority of it in forms crooks can't easily coerce them out of, and have insurance against common risks. I'd say they take plenty of action to protect themselves.

And they are the elites that make money on the system's corruption and schemes, some even attending Bilderberg. Why would they worry about elite get-togethers as a threat to their life if they're playing ball in a way that makes them money and power? Unlikely.