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Two primary reasons.

1. It is not the job of the Secret Service to run around screaming "We're all gonna DIE!!" and bring the President along with them.

2. The President was not in active danger at that moment.

Had the day's events been different - namely, if we had suddenly heard that instead of airliners and skyscrapers, it was suicide bombers targeting and killing the Speaker of the House, the Vice President, the head of the FBI and other senior officials at public engagements - then I think we can safely assume that the Secret Service would have removed the President immediately. However, it was clear that the 9/11 events were mass attacks and not personally directed.

Tentative IBTZ issued.

Well, no one suggested that it's the job of the Secret Service to run around and scream "We're all gonna Die." But it is their job to protect the President. True, we know now that individuals weren't the target on 9/11 but at 9:03 am on 9.11, I don't understand why the Secret Service would assume the best and not the worst? Wouldn't it have made more sense to err on the side of caution and prudence?