Why do we fear things that aren't going to kill us or lead to any physical pain?

I read a book on this. Because humans are such a social species we are constantly around others and there is a certain danger in some social behaviours. A lot of social fears have a rational base but may be exaggerated because human hormone regulation is, of course, not perfect. So our imperfect biology may lead to an overactive response to a seemingly harmless situation.

Because shame and humiliation can feel worse than physical pain.

I sometimes fear losing one of my wrestling/fights now and then.

i'm never going to be eaten by an angler fish but that hasn't stopped me