There are signs posted at the screening areas stating people are not even supposed to joke about having a gun or a bomb. Those signs have been posted for years (even prior to 911).
If I had to guess, you'd be the first person to yell and point fingers if the guy had a bomb and had set it off. You can't have it both ways. Either it's taken seriously or it's not. From what's known so far the marshal acted in the best interests of the people around the guy and the shot is justified.
Do you want the marshal to play 20 questions or do you want them to protect you based on the information they have at the time? Do you realize how quickly someone can set a bomb off? Did you read the information about why the Brits used head shots to take the guy out on the train when they thought he was a suicide bomber? That poor guy in England turned out to be completely innocent while this guy said he had a bomb. Hello, Earth to Fawn...