Red is supposed to mean "Attack in progress." Isn't an attack in progress? Yes, England isn't the US, but our president is over there, and England is close to us in all sorts of ways. An attack on them is serious stuff, so I don't see why we shouldn't go to Red for a day or two.
On the TV, everyone is talking about how this or that was at "orange" already, but now it's at a higher level of orange.
What the hell does that mean? Maybe the NYPD or DHS have plans that reflect those gradations, but the people in NYC or DC have no idea what to do differently. Being vigilant leads to (surprise) vigilantism. It's not a solution.