Sounds as though the main problem is the press advertizing there presence like crazy. Now a wonder why that would be?
It the President's daughters must live in a convent things are pretty bad.
These young ladies don't like publicity. They like living like 'normal' Americans.........and for those who don't realize it.....many normal Americans travel extensively.
When traveling outside the U.S. it is wise to listen to Embassy and state department advisories and not shrug them off. Some have no other choice but to stay. In quite a few situations then U.S. troops must put their lives at risk to get scoffers out who have the sympathy of the world for being captives despite warnings.
There are some very rough places in South America. Places where 6 year olds will come up behind you and place a switchblade to the calf of your leg or your ankle. Sometimes they cut. Bye bye foot. One such city is Salvador with the street orphans.
Fortunately for all concerned this seemed to be a false alarm likely stemming from the robbery. There is but one wise action to take if you can in a foreign nation and you become at risk. Get Out. That applies to all except military ordered to be on station.
The family of the POTUS whether their name is Bush, Clinton, Smith, or whoever have a responsibility to as much as possible within reason not to get into a situation making them a National Security Risk.