In my diocese on Holy Thursday they only have one Chrism Mass it is a diocesan wide event, the diocesan bishop conducts the Mass. On Holy Thursday at individual parishes in my diocese they do have a mass in the evening at generally 7;00 or 7:30 commemorating the Last Supper. I think Bishops across American do the Catholic faith a disservice not having a chrism Mass at individual parishes during the day because they miss an opportunity to make the Holy Week experience a stronger faith experience, an experience which deepens and makes more impactful your faith in Christ.
Apart from the other advice given here to consider Traditional Catholicism, having one Chrism Mass at the bishop's cathedral has always been the custom. It requires a bishop to properly bless the holy oils, and the bishop can't be at every individual parish at the same time. In addition, the priests of the diocese should attend if possible. In that case, why not do it at the main cathedral of the diocese? There was an aspect of Our Lord's Last Supper that was directed specifically toward the new "Bishops" in the Apostles and doesn't necessarily extend to all the faithful, i.e. some aspects of priestly ordination and episcopal consecration. If the faithful very much want to experience it, they can drive up to the cathedral (gone are the days where a trip to the cathedral might involve a day's ride in horse and buggy).
I think the threat of a terrorist attack is relatively remote. You could argue that the Church, then, should never hold Councils or conclaves, since most of the hierarachy could be wiped out. But in the end we trust in God. If there were some credible threat of terrorism, perhaps the bishop would not invite all the priests to the Chrism Mass and just do it on his own.