Optimism bias
Etymology
From optimism, via Latin optimus, "best." Psychologist Neil Weinstein documented "unrealistic optimism" about personal risk in 1980, and neuroscientist Tali Sharot later argued the tilt is partly wired in. The effect is usually framed as adaptive in moderation and dangerous in excess.
noun · /OP-tuh-miz-um BY-us/
The tendency to expect good outcomes for yourself and underestimate your own risk of bad ones.
What it names
Why "that won’t happen to me" is the default setting — divorce, illness, and layoffs are things that happen to other people.
Example
Optimism bias is why smokers can accept the statistics in general and still feel personally safe.
Related idea
Self-serving bias explains outcomes after the fact in your favor; optimism bias skews the forecast before anything has happened.