Really isn't gambling your life any more than evacuating is, assuming of course that you're not staying in an evacuation zone. Actually, many people (including me the time we did when our city was under a voluntary evacuation order from Irma) do it wrong. 10's of miles, not hundreds is how far you need to go.
The goal of evacuation is to get to high ground to avoid areas likely to be flooded in a life-threatening way. The mass casualties happen from the storm surge / flooding, and generally not wind / debris related. I mean you can get tremendously unlucky and have a tree fall on your bedroom, but assuming house is reasonably strong, is actually quite unlikely if you follow the advice to stay in that interior room that you'll be killed or even injured seriously. Scary as hell - that's for sure - but it does tend to just blow through and you're fine on the other side. There is risk to evacuating as well , which is why it is best to only do so when under a mandatory (obviously) or voluntary (then you need to weigh your situation carefully) order.
Boils down to "Run from the water, hide from the wind".