There is a non-zero chance that the ineffable quantum foam will cause a mature hippopotamus to materialize above your bed tonight, and you’ll be crushed. It is incredibly, amazingly, limits-of-math unlikely. Still a non-zero risk.
Better to think of “no risk” as meaning “negligible risk”. But I’m with you that climate change is not a negligible risk; maybe way up in the 20% range IMO. And I wouldn’t be sleeping in my bed tonight if sudden hippos over beds were 20% risks.