More than four months into Russia’s invasion, the wail of air raid sirens warning of an incoming strike has become, to some Ukrainians, a kind of background noise: irritating, alarming, but also possible to ignore. A series of deadly missile attacks by Russian forces in recent days that have hit civilian targets, however, has changed the calculus, sending Ukraine’s leaders scrambling to reinforce the message that adherence to the advisory to seek shelter saves lives. “I’m begging you, once again: Please don’t ignore the air alert signals,” President Volodymyr Zelensky of Ukraine said in a national address this weekend. “Appropriate...