On paying twice for one thing

The claim is an accounting one. Fear is not a warning issued in advance of the event; it is the event, run early, at close to full cost.

Montaigne is not saying the feared thing will not arrive. Some of them do. He is pointing out that dread has already extracted its payment either way, and that the person who has been afraid for a month has spent a month, whatever the outcome turns out to be.