Uh no, Mr. combatant! All governments do evil things. It’s ironic that our embassy warns of threats specifically at concert venues and all of a sudden there it is. If they had the credible information and disseminated that information, maybe the innocent civilians who were killed would still be alive.
Also, the warning was for the beginning of the month, so it wasn't within the expected time. I am sure the Russian security forces had their hands full with people protesting against Putin's murdering of the opposition rather than looking into potential terrorist threats.