Money only works so long as there are enough people around to make it work. Remove the people who make and grow the things, and most money of the money in the world doesn't even exist. Remove the capacity to make and grow the things, same outcome.

The only way for their money to save them is for them to start building now, and at a massive scale, in places where the purpose is obvious. Headline: Why are the world's richest people building subterranean Arctic cities?

Do that, and all their stubborn pretending that this isn't happening won't mean anything. Only the most suicidal and mentally infirm would deny it. That means diametric political pressure of full societal scale, and that means revolt.

So they don't build. They don't even use their money to save themselves. They stockpile it to die with it.