they do.
DHS Issues a National Terrorism Advisory System (NTAS) Bulletin
https://www.dhs.gov/news/2021/01/27/dhs-issues-national-terrorism-advisory-system-ntas-bulletin
No, they're not warning us about Al Qaeda, Antifa, BLM or some other leftist fascist group. They are trying to convince normal Americans that their normal American neighbors might pose a threat to public safety.