St. Helens had a lot more activity before erupting including deformation of the ground and much more earthquake activity. When you get a bulge on the flank of Rainer you should get out of the way.
The thing is, before Saint Helens first erupted, not the May 18th eruption but the initial March 27th eruption, there were no warnings. It just started spewing ash. Granted, it was small amounts of ash, but it was an eruption nonetheless. The harmonic tremors then began in earnest after the March 27th eruption.