Will Rogers summed up that episode thus:
Well, they had Dillinger surrounded and was all ready to shoot him when he come, but another bunch of folks come out ahead, so they just shot them instead.I once heard former Special Agent G. Gordon Liddy give a talk in which he recounted his extensive FBI training back in the fifties. Agents needed to do the right thing automatically under pressure. They spent a lot of time on the range shooting (or not shooting, as appropriate) popup targets. The Number One Rule was "Don't embarrass the bureau!". And just about the most bureau-embarrassing thing you could do was to drill a "citizen".
The innocent diners were, in reality, dangerous KKK in league with the "bad-one", enjoying an evening aperitif before making deadly plans.