Cars get into wrecks all the time :) Seriously though we just normalise it. If there is a car accident on your street everyone is awake. How about cop cars and ambulances racing by sirens blaring at all hours. People blast horns way louder than anyone will shout.

Remember that in the US at least, many dense buildings are incredibly old, from before soundproofing and such was really common.

Living in a 1900s building in Brooklyn is vastly different from living in a 2020 building in Manhattan.

My early 1910s Manhattan building was fantastically quiet, with very thick walls. The only noise I ever heard was floor noise directly above me, never to the sides.

I'm guessing mid-1900s to early 2000s buildings are the problematic ones.