What percentage of those are on their third or later always-financed, premium smartphone, have a $150/mo cable package, and a $150+/mo coffee habit, cook less than half their meals, are leasing a late-model car, etc.?
At some point in a long enough series of spending decisions, I think you have to consider responsibility a factor in being unable to afford $1000 unplanned expense.
Take home pay after taxes would be around $1600, leaving $400 after rent to pay for food, utilities, healthcare, transportation, etc.
Those people aren't spending $150/month on cable and they don't have a lot of spare money to put away for a rainy day.
You could move to North Dakota where average rent is around $900, but then min wage there is only $7.25/hr, giving you around $1100/mo after taxes with $200 left over for everything else.
The biggest problem here isn't the income, though, it's the rising cost of housing due to anti-housing policies. Some of them explicit (e.g. zoning), some of them unfortunate side effects (e.g. extensive environmental reviews making all large construction projects take a really long time).
The truth is that credit scores do what you say, AND they also measure responsibility in practice, enough to where you can find all sorts of correlations.
If one is well to do, they're going to avoid making a claim unless the economic cost of the event is catastrophic (in which case, everyone is making that claim), and so the credit score is being used as a proxy for household financial strength (which is lazy, but easier than ongoing income and asset surveillance, although some credit card companies do this for credit risk management [Amex comes to mind]).
EDIT:
> That’s the bleeding heart take, yeah.
Guilty as charged.