The insurance companies who assess risk disagree. Connecticut doesn't have to deal with hurricanes, tornadoes, wildfires, earthquakes, volcanic eruptions, temperature extremes, high winds, damaging hail, floods, or severe ice storms. None of these things are issues for Connecticut. It helps to have a small state with a climate moderated by the Atlantic Ocean.
Again, talking short-term trends. The insurers want to keep premiums low for competitive reasons, so they're willing to take an occasional bath (mitigated by buying reinsurance from places like Lloyd's) when the extreme events occur.
I'll give you volcanoes & significant earthquakes. But during the 38 years (1951-1989) I lived in CT, I experienced:
1. A number of bad ice storms, where rain froze on the trees and there were massive limb- and tree-falls due to the weight of the ice, and the roads were undriveable until they were sanded and salted. Many power lines were taken out by the falling lumber. We were without power for 8 days in 1973 ("The Great Ice Storm"), and we were in a populous area of Manchester. Parts of CT were powerless for weeks, and parts of northern New England for more than a month.
2. I saw hail that was in the baseball-size range in central CT. Replaced 2 windshields because of it, on separate occasions.
3. The 20th-century mini ice age was during the '50s and early '60s (in my experience, I was born in '51). There was a light dusting of snow on our sidewalks that I had to sweep off seemingly every morning in the winter. A moderate-to-heavy snow at least once a week. The sidewalks at our Manchester home were valleys through a 1-to-3 foot field of snow for most of the winter, excepting the occasional thaw. The piles left by the snow plows in front of our house on a narrow street were over my head. The mounds we made at the end of our driveway by shoveling a hole through those piles for the cars were big enough for us to hollow out to make igloos. I used to shower just before leaving home to walk to the school bus stop most mornings. And my hair usually froze while I was enroute. Sub-zero temps were common. I went tent camping in '61 at our Boy Scout troop's campsite in Coventry on one of the 2 coldest days in CT history (The record at Bradley Field was -32 degrees F. I'm pretty sure it was colder in Coventry. ;^)
4. CT doesn't have to deal with frequent tornadoes, but there were at least 2 that I remember that tore up multiple homes in the (early-to-mid?)'80s. One, I believe, was in Poqonnock.
5. High winds & floods: see my previous post.