Nitpick: I would have written “this argument only applies to risks that are statistically independent” as “this argument applies to a lesser degree if the risks are not statistically independent, and proportional to their degree of correlation.” Space colonization still buys you some risk protection if the risks are not statistically independent but imperfectly correlated. For example, another planet definitely buys you at least some protection from absolute tyranny (even if tyranny in one place is correlated with tyranny elsewhere.)
Nitpick: I would have written “this argument only applies to risks that are statistically independent” as “this argument applies to a lesser degree if the risks are not statistically independent, and proportional to their degree of correlation.” Space colonization still buys you some risk protection if the risks are not statistically independent but imperfectly correlated. For example, another planet definitely buys you at least some protection from absolute tyranny (even if tyranny in one place is correlated with tyranny elsewhere.)