A major explosion in a major city or anywhere a lot of people gather would be a big deal (big cities aren't special, it's the potential density of people that make it easier to kill a lot of people with a bomb). What happened in NYC last night was not that. Right now it sounds like it was terrorism, but it wasn't very damaging terrorism.
Things blow up in Philly sometimes. Gas leak, transformer, etc. If they happen in a central location there's some concern, because central locations can have lots of people in them, but I've never thought, "small explosion 3/4 of a mile away! I'd better stay in my house!" An explosion "over there" doesn't mean the rest of the city is about to fall to North Korean invaders or whatever. I saw a couple conservative idiots on the twitter last night writing things like "New York is under attack!" Well, no, it really wasn't.