It's the classic
damned if you do, damned if you don't scenario. Who wants to be the person to say, "we'll just ignore this one"?
How long do we wait to verify a threat before warning people?
The heightened alert in England probably resulted in finding the grenade yesterday. That grenade wasn't detected in Columbia by the same company which should be employing similar safety standards. I know that wasn't the same threat as the US was facing, but the threat they were preparing against was against a SAM attack at Heathrow. They found a grenade at Gatwick. The threat they were protecting against hasn't, and hopefully won't, materialize, but a different threat was averted through the heightened status.
Do we want to scare everyone to death with every little thing? NO, of course not, but do we want to actually cause deaths by ignoring some little thing?