The airbag exmaple is rubbish. Of course you do not deactivate your airbags for reasons of manliness if you car has them, but you would not retrofit airbags to a a car that does not have them. (Actually, I have two classic cars without airbags, and until last summer have driven one of them daily. But then, they are Saabs, and are quite a bit safer than the typical car from that era).
Next example. Putting on a seatbelt is no hassle and does not compromise driving in any way, but the seatbelt is the single most important safety feature ever invented. Airbags have had a much lower impact on safety than seatbelts.
Third, vaccinations. Vaccins have a great risk-reward ratio. Minor and temporary inconvenience getting vaccinated, greatly reduced risk longterm.
But attending a concert and then not paying attention to the music, but screening everybody around you for suspicious moves? Well, if you can't enjoy the music/show, why go to the event in the first place? You put in a lot of effort to the point of ruining the main activity, when the risk you are trying to reduce is already extremely small? That just does not make any sense.
It is all about managing risk. And most humans are very bad at evaluating risk, and blow some things completely out of proportion, while neglecting the real dangers.
After the Berlin christmas market attack, when everybody in the german media was going crazy, I did some calculations. Even if from then on we would have one of these terrorist attacts every week, life in Germany would still be safer than ten years ago. For the very simple reason that the number of traffic deaths alone dropped by several thousands. Was I afraid of dying when I left my home in 2005? Nope. And if, even if we had a terrorist attack every single week (which we don't!), my life was safer overall in 2017 than 2005, why should I bother? The risk is still so small that it completely pales in relation to the risks of your daily life - traffic, household accidents, cardiovascular diseases/metabolic syndrome aquired by bad diet and lifestyle, improperly sanitized bathrooms in hospitals... and so on. THESE are killing people. THESE are worth worrying about. But terrorists? Meh...