The organizers long strived to keep politics aside, but global tensions have often imposed themselves on the contest and things are no different this year.
I don't know about you, but when I'm worried, I am more alert.
Let's say my some kids are playing in the sea, my worry will keep me looking over to see everything is OK.
So in our case, if we the individuals are worried about extreme Muslim movements/communities, we will be more alert around them and keep an eye out. This way a planned attack is harder to carry out.
So you can't actually give a real-world example of worrying having any effect on extremist terrorist attacks... unlike seat belts. Hence it being a bad analogy.
Also, I assume you won't be at Eurovision, so I am guessing your worrying about a bombing there wouldn't matter even if worrying did have an effect.