Hellsalem's Lot seems to be a dangerous place, considering how much destruction is shown. It looks like hundreds of people die every month, so why are they staying there? I guess it's possible to leave the city, considering Leos family was there and left.
It's just like in real life. At first, the danger to be something new, creates fear and survival measures are sought. But, with the passage of time, it becomes normal. Within the same manga / anime they express that Leo now see everything in a natural way because he have already got used to the daily life of the city.