Think about it. The Yankees are playing IN New York, there will be a TON of VIPs at Yankee Stadium. This is a chance to take out another American icon. Heck, you'd be striking a blow at the heart of America's pastime.
They have beefed up security but they are not announcing what those measures are.
They are planning to have a dedication to the re-opening of the Pentagon. To be scheduled at the same time that it had been hit on 9/11/01.