How do you get employees to care about security training?

I’ve only seen it work when it’s tied into an individual’s performance objectives (eg financial incentive/ disincentive)

Same way you get them to care about sexual harassment training.

Let them know that it is a priority from the executive board, and that by not complying, they can lose their jobs.

I like showing my users real world examples and actual incidents that have occurred in our company to show why security training is important.

This is a very common answer, but it applies to security as well. In fact, I would make the same argument about customer service. 

Leadership has to effectively convey the importance of maintaining security vigilance. If security is mentioned in on-boarding training or maybe through a quarterly test email, then it will get the level of attention the employee thinks the business is giving it, which is not much. 

Create a top down approach to how security is adopted and how the importance of it applies to building revenue, protecting the future, creating/saving jobs, and having the C-Suite directly involved.