You and I may understand it as performance art but next time you're feeling particularly creative, gather a few of your artsy chums, go into a Manhattan synagogue, put on Balaklavas over your faces and start to scream out profanities against Israel and capitalism. Then proceed to enjoy the hilarity as NYPD hauls you away and FBI puts you on a no-fly list.
With both Moscow's and New York's experience with large-scale terrorist attacks I'm not surprised by how jumpy their citizens might be.