Since the New Madrid fault hasn't had a major quake since 1812 (or arguable 1895) and other places have quakes far more frequently (e.g. California) I imagine the risk would be considered lower than a lot of other places in the country.
According to Wikipedia, seismic monitoring in the area wasn't installed until 1974, so at the time of FedEx's creation in 1971 it probably wasn't on their radar.