Rashi: The lookout sees troops coming to the city, and sounds the Shofar to warn the nation. This is only a Mashal. So they should have been afraid of the Nevi'im's words. They are lookouts for you, to escape the evil, that it will not come! When it will come to you, you will know that Hashem does so to you, for you were not careful [to heed] His Nevi'im.

Targum Yonasan: If a Shofar will be sounded in the city not at its time? Radak ? often they sound the Shofar in the city and people are not afraid, e.g. for Simchah, song, or to gather the nation to fix matters of the city. Therefore, he translated 'not in its time', when none of these apply. Then it is known that it is to warn the nation of the enemy. How will people not be afraid when they hear this?! So you are not afraid of the words of the Navi that I send to you!

Malbim: This is the fourth introduction, for 4:4-13. Teki'as Shofar is a sign that a sword or other afflictions came to the land. Surely people will fear, and seek strategies to be saved from it. Hashem sounded a Shofar via His Nevi'im to warn them from impending afflictions that will come upon them ? hunger, locusts, plague and the sword, and they do not repent to Hashem, which would save them from the affliction!

Radak: How do you think that evil will fall in your city, and Hashem did not do it? The Navi told you before it came! Since you see that his words are fulfilled, how do you not repent to Me?!

Malbim: They attributed all evils to chance. The Navi responds, is there evil in the city, and Hashem did not do it?! Since all evils are from His decree, why did the nation not return to the One who strikes it?