As a species we don’t – individuals can develop phobias but things that scare the vast majority of people are not irrational. Fear of snakes? we evolved in Africa which has a lot of deadly snakes. Ditto spiders.
Fear of heights? – falling can be deadly. Fear of the dark? Leopards hunt by night and were the main predator of early humans. All widespread fears are things where being scared was evolutionarily beneficial to our ancestors. People who started running when they heard a noise behind them when walking in the jungle had more kids than those who thought ‘ah it’s probably nothing’
Irrational fears don’t develop species wide. There are some very rational fears that can seem irrational at times, like fear of spiders if you live in an area without a lot of venomous spiders. But the fear developed in an area where spider bites could kill you. So it makes perfect sense to have a healthy fear of tiny spiders.
Fear of the dark is very rational. For thousands of years, if you were caught outside of a shelter at night the chances of you dying were extremely high.
In addition to the excellent answers so far, in general our emotional mechanisms tend to be blunt instruments. The mechanism here is that fear of deadly things is protective, but that leads to you lying awake because you can’t get murderous clowns out of your head. Pennywise isn’t real, but the mechanism doesn’t know that.
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