Capturing the coupled dynamics between individual behavioural decisions that affect disease transmission and the epidemiology of outbreaks is critical to pandemic mitigation strategy. We develop a multiplex network approach to model how adherence to health-protective behaviours that impact COVID-19 spread are shaped by perceived risks and resulting community norms. We focus on three synergistic dynamics governing individual behavioural choices: (i) social construction of concern, (ii) awareness of disease incidence, and (iii) reassurance by lack of disease. We show why policies enacted early or broadly can cause communities to become reassured and therefore unwilling to maintain or adopt actions. Public health policies for which success relies on collective action should therefore exploit the behaviourally receptive phase; the period between the generation of sufficient concern to foster adoption of novel actions and the relaxation of adherence driven by reassurance fostered by avoidance of negative outcomes over time.