I agree. He came out of a house that was under surveillance, he was wearing a heavy jacket in hot weather, and he was running into the subway where several other suicide bombings and attempted bombings had just recently happened.
The police had plenty of reasons to think he was a suicide bomber. Even if he had stopped, with all that has happened, he still might have been shot.
Where is Mi5 in all this? Was it their intelligence that lead police on the hunt?