"Bias" is not the only kind of survivorship out there. If these myths keep people alive, the cultures that follow them will stay alive. I suspect that the story mentioned above is part of a larger group of stories with healthier morals. The Grimm's fairy tales you mentioned are similar: some of the older, gruesome ones have morals like "Don't travel alone if you're a young woman, or you'll die," or "Don't convince people they're in danger when they're not, or everyone you love will be killed." Those are healthy myths; a village that believed in them would probably be safer than a village that didn't. And once those myths were no longer necessary, they'd disappear, along with some of the more noxious stories.