When the IRA were blowing up various parts of London people got on with it as best they could as it was seen as one of the risks of living in a huge City. When they put a bomb in a waste bin in Warrington there was an enormous outcry which, eventually, led to the Peace talks and an end to the bombing. Terrorists know that people in large cities are likely to shrug things off and try to carry on - it is why they select targets where people wouldn't normally expect anything untoward to happen, it gives them maximum impact in the shock/horror of their cowardly act. Any gathering, large or small, could be a target. Being stopped/turned away/shot before you can detonate your bomb is not going to get you your heavenly reward - the presence of armed police (and you don't know if there are plain clothed police officers in the crowd too) is your best chance of deterring one should a terrorist be present.