The nuclear threat is unlikely, but if it happens extremely devastating. If you look at the clean up that resuled from the poisoning for Alexander Litvinenko, see:
http://www.iht.com/articles/2006/11/30/news/spy.php, nuclear material can get spread easily once released. A dirty bomb in an area with a lot people, can have those people spreading a lot of radiation. So while the probability is low, what is at risk is a lot. With a nuclear explosion, what is at risk is even higher, but the probability is also probably lower.
An attack by a lone gunman or suicide bomber is much easier to pull off, and probably more likely. It's happened a number of times, and it is likely ot happen again. Usually, it's one of our own going off the deep end and creating havoc and carnage. Sooner or later, it may be used by Al Qaeda or a group like it. But I see anyone doing it as a terrorist, the reasons behind the attack differ, but little else does.
You could look at any kind of attack by thinking of both probability and the amount that is at risk. If you were going to calculate risk, you would use both the probability and the risk entailed when deciding what to guard against.
It seems to me that many people do not want to think about such risks, and in order to not think about them, they also choose not to think about preparing.
This board is full of people who think about risks. If you have something you've called and EDC, you think about risk. If you have a BOB, you think about risk. If you maintain a first aid kit, you think about risk.
If you have no water stored, no food stored, no way of keeoping yourself and your family warm and sheltered, not back ups of any type whatsover, then you do not like thinking about risk, and that would put you in the category with many others.