More than one observer believes that the McCain cabal specifically invited them so they could stick it to them. I imagine they both took it with inscrutible good manners, being socially skilled New Yorkers.
I saw a DailyMail article showing them later that afternoon out jogging in summery sportswear with their children in Georgetown, appearing unruffled. She had on shorts and a beautiful straw sun hat and he was wearing shorts and a gray baseball cap. They have nerves of steel.
I also believe they know this rally is blowing up in their faces. It seems most people, outside of The Beltway, were appalled at this rally.