Now, I'm very unlikely to be in a bombing attack, thank heavens. But I have been in one already, when a car bomb went off right outside my office just as I was getting ready to leave (I wasn't a target or anything, it was a car bomb parked outside a subway station in London that I happened to work next to). What happened was that there was a huge bang and I watched the windows swell inwards like they were covered in plastic sheeting instead of glass. Lucky for me, they didn't shatter, and lucky for everyone else it was late at night and there were no people on the street, so nobody died.
But at the time of the explosion, I was keenly aware that if the windows had burst inwards, the glass would have hit me faster than I could have ducked down behind a piece of furniture. It's this lack of opportunity to alter the outcome that bothers people; it's a situation they'd understandably rather not be confronted with at all. Helplessness is unpleasant because it negates your normal defense mechanisms.