Probably because New Orleans has always been in a Hurricane zone and they've just ridden out every other one that's passed by. The fact that this one had their name on it and wreaked such horrible destruction may or may not be down to global warming.
The fact that people are used to dealing with Hurricanes in this part of the world, and maybe a bit blase at dealing with them, also explains why loads of people chose to stay put instead of evacuating the city.
It also speaks to their level of preparedness, I saw one report of people going into that Superdome sports stadium they were using for shelter. When one woman was asked why she was going in she said "because I could've left but I would rather die here with my family all together". The reporter asked "But couldn't you all have left town"? the woman looked totally bemused as if this was the first time that this thought had ocurred to her "Well, I guess, but it's too late now she said". Her families level of preparation amounted to bringing their toothbrushes and a large bag of crisps. When told that she might be looking at spending 4-5 days in the shelter she looked aghast - again as if it was totally unexpected, then she said "Oh well, the red cross will provide food for us", obviously oblivious to the fact that the red cross might not be able to reach them.
This is just one story. multiply that apathy by a million or so and it's no wonder you've got dazed people wandering around thinking "This can't be happening to us here in the USA"