Indeed, Neapolitans and Sicilians accept the possibility with a shrug. I've been close to active volcanoes in Iceland - they say there's generally some warning signs before they erupt, but not always. Like sailing o nthe open ocean, and many other thrilling things we can do in our lives, there's a balance of risk. I wouldn't go against advice of people I could trust to give sensible warnings, but as far as White Island is concerned, I don't think it's clear yet whether such warnings were given and ignored.
Yes, the smell of a solfatara is something you don't forget. Nor the heat of the surrounding sand.