They have to put the cutoff somewhere. There's always going to be the chance, but with everything you listed, yeah, you don't have too much to be concerned about. It's that obese group where the numbers really start to take off. But hey, I have seen some research that suggest being in that overweight group is actually protective for certain conditions, as opposed to being in the normal weight group. I just wish I could remember what the conditions were.
Oh, and if you're actually curious about some of those risk figures based on actual numbers and not just the BMI categories, I can point you in the right direction.