Yes. We cannot take it with us. Some people worry about having enough money until their 100s. I am never that optimistic that I will live that long, but if I do, I am sure I will not be so caring about spending much money when I get to that age.
So, 3%WR or 4%WR, it may not matter that much, if we realize that if things turn out worse than we thought, we have the ability to cope. Humans always do. Even here in the US and not some 3rd-world countries, we see people whose life get devastated by hurricanes, tornadoes, floods, etc... And they survive. And of course there are personal tragedies happening every single day that people never thought that could happen to them or their loved ones, and these are things that one can never plan for.
Back on FIRECalc and retirement calculators, there's really no reason to worry so much about it. Unclemick never did run any FIRECalc when he went into not-quite-voluntary retirement, and he managed to do fine (and have war stories to tell