They knew the attack was likely come to the airport. Britain told their people to go to the border because the airport was not safe. This was the day before the attacks.
I am sure the terrorists are also watching the borders. They know the routes as well.
I don't doubt they are watching many border crossings. But looking at a map of the region, it appears much of the southern and northern borders are flat land. I don't know about our relation with the northern neighbors ... and probably wouldn't want to go to Iran. China would probably be my first choice, just because it wouldn't be expected ... and Pakistan has its own Taliban problem.
my2cents 