That won't happen to us
In practice, we encounter various reasons why organizations do not have a business continuity plan. The most well-known reason is perhaps the argument “We are not interesting, so it will not happen to us”. Or “If someone really wants to harm us, they can”.
While that last point is true, business continuity is not so much about 'prevention' as it is about 'recovery'. Systems and IT infrastructures can fail. Of course it is important to prevent this as much as possible, but if it does happen, having a business continuity plan is absolutely essential. It ensures that the damage suffered is limited as much as possible and that the organization can function again quickly.