The embarrassment will be that the information existed to stop Oswald but the FBI dropped the ball. The CIA was watching Oswald closely in Mexico. They told the FBI about Oswald, but the Famous But Incompetents failed to inform the Secret Service so they could cover him while JFK was in Dallas.
Just my guess.
I feel the same way. Oswald did it and the FBI should have done something when Oswald got a job in a building on the presidential motorcade route.