1. People are. Probably should be more.
1b. There are official inquiries of various kinds at various levels forming now.
2. Definite failure of security. Secret Service is 100% responsible if not to blame, which means they share blame. If either one had done their job with regard to the building, the attempt would not have happened and a very good chance that Crooks would have become a person of high interest to the Secret Service.
2b. There is a rumour that A) local police alerted the SS about Crooks on the roof minutes before. B) Snipers had Crooks sighted about two minutes before. C) Snipers first level protocol might be there has to be some action like a shot fired before they can take out a person. D) Might also be that snipers can fire overriding C if they first get permission and they had requested it in that two minutes.
This is why we need 1b. If protocols were a problem that needs to be solved. If the SS did not adequately supervise or take control of the building security, that needs to be solved.
3. I think there are trees near building. He may have walked under cover unobserved.
4. It occurs to me, on reading your last paragraph, that if sane people avoid open-carry types, the 2A extremists will feel a bit more lonely. Perhaps this should be encouraged. Of course they would have each other and you might see gaggles of them shopping together, for example. Do people open carry high speed rifles to spectator sports where it is legal? No, because arenas are private venues and forbid it. So if they can sit in large crowds without their security blanket lethal weapon, they can surely go shopping without it.