Remember, the original Bible manuscripts were not written with chapter breaks. So, the context of what he was talking about in 1 Thess 5:2-3 is established back in 1 Thess 4. So, the following is all regarding things that will happen on the day Christ returns:
1 Thessalonians 4:14 For we believe that Jesus died and rose again, and so we believe that God will bring with Jesus those who have fallen asleep in him. 15 According to the Lord’s word, we tell you that
we who are still alive, who are left until the coming of the Lord, will certainly not precede those who have fallen asleep. 16 For the Lord himself will come down from heaven, with a loud command, with the voice of the archangel and with the trumpet call of God, and
the dead in Christ will rise first. 17 After that, we who are still alive and are left will be caught up together with them in the clouds to meet the Lord in the air. And so we will be with the Lord forever. 18 Therefore encourage one another with these words. 5:1 Now, brothers and sisters,
about times and dates we do not need to write to you, 2 for you know very well that
the day of the Lord will come like a thief in the night. 3
While people are saying, “Peace and safety,” destruction will come on them suddenly, as labor pains on a pregnant woman,
and they will not escape. 4 But
you, brothers and sisters, are not in darkness so that this day should surprise you like a thief. 5 You are all children of the light and children of the day. We do not belong to the night or to the darkness. 6 So then,
let us not be like others, who are asleep, but let us be awake and sober.
In 1 Thess 5:1 Paul said "about times and dates we do not need to write to you". Times and dates related to what? What he had just been talking to them about before that, of course. Which was the day Christ returns. The day He returns is the day that the dead in Christ will be resurrected and the day that we all will be caught up to meet the Lord "in the air".
Paul doesn't change the subject in 1 Thess 5:2 but continues to describe what will happen on the day Christ returns. He had already described what will happen to believers on that day, so in 1 Thess 5:2 he began describing what will happen to unbelievers on that day. They will think they are spiritually at peace and spiritually safe because of being in spiritual darkness. They have no thoughts of God being angry at them while wanting to punish them for their rebellion. So, that's why the day Christ returns to take vengeance on them (also described in 2 Thess 1:7-10) will come upon them suddenly and unexpectedly like a thief in the night.
Notice Paul tells his readers that they "are not in darkness so that this day should surprise you like a thief". We believers are expecting Christ's return, so when He does return it will not be totally unexpected like it will be for unbelievers. But before His wrath comes down on unbelievers, we are first caught up to meet Him in the air.
The "sudden destruction" that will come down at that point will be complete because Paul indicated that "they will not escape". This lines up with what Peter wrote in
2 Peter 3:10-13 where he indicated that the heavens and earth will be burned up on that same day of the Lord that Paul wrote about. Peter indicated that the entire earth will be burned up that day which lines up perfectly with Paul saying it will be "sudden destruction" from which people like the scoffers that Peter wrote about "will not escape".
What you miss is that the day of the Lord describes the actual day of Christ's return and what will happen on that day. Peter said that the fulfillment of the promise of Christ's second coming will result in the new heavens and new earth where righteousness dwells (
2 Peter 3:13). That is what the day of the Lord, which is the day of Christ's return, will bring about.