If it were the case that a bomb squad was there due to an alert, also not suprised nothing was mentioned. Bomb threats are made towards big events all the time. Most of the time action is being taken its just being done quietly in the back ground in hopes of finding it if ther is something and getting as many people away as possible.
If they had told people there was a possible bomb, the ammount of people running around could have made for a much worse outcome.