I disagree with your "less common in the western world" assertion. There are still plenty of fast moving things that you might suddenly find it useful to be afraid of, from poisonous spiders to runaway vehicles.

But aside from all that, fear reactions also serve as an early-warning system to other people in your proximity who have not yet detected impending danger. Given that people physically close to you are the most likely ones to help you in a catastrophe, there are evolutionary advantages to keeping them in the loop ;)