I wish they wouldnt have stopped them. Let the US embassy get a taste of their own medicine.
On one hand, I see where you are coming from and how easy it would have been for Serbian authorities to say, "Oops, we missed that one!"
On the other hand, they'd probably just have blamed the Serbs for the Wahhabi's bombing, anyway -- it's an international hobby these days.
But most of their targets were Serbian, and mention of the Theater being on the map reminds me of the Chechens’ days-long siege of a theater in Russia which only ended when the Russians used some knock-out gas and stormed the building.