Because that's what the local news anchors said.
The local news editors of your 6 o'clock news want to make sure there is a local angle on every story they present. So when presented with a national terrorism alert, they immediately look around for local landmarks that might be targetted, whether that makes any sense or not.
That's why the 6 o'clock news leads with a story like:
"Federal officials say there is an risk of attack, and downtown might be a target. Our own Margie Shamlts has the story. Margie?"
If you listen to the news in Portland, Maine or Portland, Oregon, they will all say the same thing -- "our little town may be a target!" The fact is that local officials have no idea if they are targeted or not, but it never hurts the budget to claim to be a target.
Portland, Oregon? No worries here!