And why is that?
Because when they allowed the Blue Lagoon to open the government assured everyone that there would be up to two hours of notice so that everyone could be safely evacuated if necessary.
The government got very, very lucky.
Grindavik sits in a penninsula at about 10-20 meters above sea level. This eruption is happening on a plateau about 90-95m above sea level ~5km to the north.
There are no intervening ridges, only a stepped valley that would carry any large lava flow pretty much straight through Grindavik to the sea.
https://www.google.com/maps/@63.8613701,-22.3718264,13.04z/data=!5m1!1e4?entry=ttu