The majority of the tsunami research community has debunked this; avalanche tsunamis create jumbled waveforms that don't propagate thousands of miles like quake tsunamis.
However, I agree with you in the sense that people should take a good look at the more extreme natural disasters in their area.
However there's been an overfocus on truly exceedingly rare disasters like this La Palma thing, or Yellowstone Caldera blowing that 1) are so rare the chance of it happening in our lifetime is microscopic and 2) there's no evidence that they're even remotely impending.
What really needs to be looked at and publicized is realistic stuff like a 7.5 quake on the Hayward Fault in Oakland/Berkeley, a quake of the same size on the Salt Lake City section of the Wasatch fault (which due to the city dropping would likely permanently submerge most of the city under the lake), a major lahar heading down Mt. Rainier into the populated suburbs, etc. etc.
Sure. Like here in Fairbanks there is the potential of another flood. There is the Corps dike and all, but last time Fairbanks got drowned, and there are a lot more people here now. What to do by way of some preparation just in case, that's the question. Every place on earth has some kind of natural situation just waiting.
How about New Madrid?