Regal Cinema et al. are not really worried about terror strikes. Muslim terrorists have made threats against various movies for decades and it hasn't stopped anything from being shown, and this is from groups that have proven experience blowing things up.
What these companies are in fact scared shitless is the kind of cyberattack that Sony suffered. As bad as Sony security might have been, I guarantee it was heads and shoulders above what any of these theater chains have in place. Sony was able to shrug off millions in damages, but for AMC it could be lights out. At the very least it would beat out the profits of showing a mediocre comedy. This is why they're scared to show the interview - concerns about "terror attacks" are a smokescreen.